+133.1%
QSR vs SSNC
+173.6%
-40.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -4.0% | -4.0% | 0.0% | -2.3% |
| 30D | +2.8% | +0.5% | +2.2% | +2.5% |
| 3M | +5.1% | +18.9% | -13.8% | -2.9% |
| 6M | +8.8% | +10.8% | -2.0% | +3.3% |
| YTD | +14.8% | -7.1% | +22.0% | +17.1% |
| 1Y | +25.7% | -9.6% | +35.3% | +29.4% |
| 3Y | +27.5% | +51.1% | -23.5% | +2.6% |
| 5Y | +41.3% | +19.7% | +21.6% | +23.9% |
| All | +133.1% | +173.6% | -40.5% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling