Is it possible for a power supply to affect sound quality?

[Speedskater]

Well designed equipment should not be sensitive to external AC to DC supply's. But when we talk about audiophile equipment, it's a different ballgame.

But any differences will show up in the measured Signal-to-Noise ratio at the component's audio output.

This needs to be a wide band measurement, best done with a battery powered meter. Also an O-scope check for high frequency noise.

[Speedskater]

any AC power line filter should be placed as close to the component that it's powering as practicable.

[Speedskater]

From reading Henry Ott, my take is zero distance is best.