+16.1%
A vs SSNC
+6.7%
+9.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.9% |
| 7D | +1.4% | -2.5% | +3.9% | +2.7% |
| 30D | +4.3% | -2.7% | +7.0% | +5.3% |
| 3M | +19.8% | -0.8% | +20.6% | +19.4% |
| 6M | +54.4% | +15.5% | +38.9% | +40.8% |
| YTD | +31.7% | -8.8% | +40.5% | +36.6% |
| 1Y | +22.4% | -5.8% | +28.3% | +24.4% |
| 3Y | +67.7% | +55.7% | +12.0% | +22.8% |
| All | +16.1% | +6.7% | +9.4% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling