-8.4%
QXO vs SSNC
+692.6%
-701.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -7.8% | -4.0% | -3.7% | -7.2% |
| 30D | -18.1% | +0.5% | -18.6% | -18.1% |
| 3M | -25.8% | +18.9% | -44.7% | -27.9% |
| 6M | -41.7% | +10.8% | -52.5% | -42.7% |
| YTD | -36.2% | -7.1% | -29.0% | -35.7% |
| 1Y | -42.1% | -9.6% | -32.5% | -41.4% |
| 3Y | -46.2% | +51.1% | -97.2% | -49.2% |
| 5Y | -70.7% | +19.7% | -90.4% | -71.7% |
| 10Y | +36.5% | +172.3% | -135.8% | +36.2% |
| All | -8.4% | +692.6% | -701.0% | +114.2% |
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