+247.4%
A vs SSNC
+173.6%
+73.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.9% |
| 7D | -2.6% | -4.0% | +1.4% | -0.8% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +13.6% | +18.9% | -5.3% | +4.3% |
| 6M | +27.8% | +10.8% | +17.0% | +20.9% |
| YTD | +8.6% | -7.1% | +15.8% | +10.9% |
| 1Y | +16.9% | -9.6% | +26.5% | +20.6% |
| 3Y | +32.9% | +51.1% | -18.1% | +7.6% |
| 5Y | -14.1% | +19.7% | -33.8% | -23.6% |
| All | +247.4% | +173.6% | +73.8% | +129.7% |
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