-57.5%
QS vs SSNC
+20.9%
-78.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.1% |
| 7D | -14.0% | +2.3% | -16.3% | -13.6% |
| 30D | -6.4% | -3.1% | -3.3% | -6.1% |
| 3M | -40.3% | -2.7% | -37.5% | -40.1% |
| 6M | -57.5% | +23.7% | -81.2% | -51.3% |
| All | -57.5% | +20.9% | -78.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling