-43.5%
QS vs SSNC
+42.1%
-85.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +5.0% |
| 7D | +2.2% | -1.8% | +4.0% | +3.4% |
| 30D | -8.1% | +1.9% | -10.0% | -9.8% |
| 3M | -27.0% | +18.4% | -45.4% | -38.1% |
| 6M | -16.4% | +7.0% | -23.4% | -23.3% |
| YTD | -46.4% | -6.9% | -39.4% | -44.5% |
| 1Y | -41.1% | -8.2% | -32.9% | -38.3% |
| 3Y | -18.6% | +50.5% | -69.2% | -49.7% |
| 5Y | -73.0% | +17.4% | -90.4% | -79.1% |
| All | -43.5% | +42.1% | -85.7% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling