+31.8%
A vs SSNC
+51.8%
-20.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.2% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | +0.6% | +1.9% | -1.3% | -0.2% |
| 3M | +10.9% | +18.4% | -7.5% | +2.4% |
| 6M | +28.2% | +7.0% | +21.2% | +24.2% |
| YTD | +8.6% | -6.9% | +15.5% | +13.1% |
| 1Y | +15.5% | -8.2% | +23.7% | +21.2% |
| 3Y | +31.8% | +50.5% | -18.7% | +4.3% |
| All | +31.8% | +51.8% | -20.0% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling