+192.1%
QSR vs SSNC
+229.9%
-37.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -2.4% | -3.9% | +1.5% | -0.7% |
| 30D | +5.7% | -0.2% | +5.9% | +5.7% |
| 3M | +6.9% | +15.9% | -9.0% | 0.0% |
| 6M | +6.9% | +7.5% | -0.6% | +2.9% |
| YTD | +14.9% | -8.2% | +23.1% | +17.7% |
| 1Y | +29.1% | -9.3% | +38.4% | +32.6% |
| 3Y | +26.1% | +48.5% | -22.3% | +2.9% |
| 5Y | +42.3% | +16.0% | +26.3% | +27.0% |
| 10Y | +134.0% | +169.2% | -35.2% | +41.2% |
| All | +192.1% | +229.9% | -37.8% | +65.4% |
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