-15.4%
A vs SSNC
+15.9%
-31.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.7% |
| 7D | -4.4% | -3.9% | -0.5% | -2.5% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | +7.0% | +15.9% | -8.9% | -1.8% |
| 6M | +24.6% | +7.5% | +17.2% | +19.0% |
| YTD | +7.0% | -8.2% | +15.2% | +11.3% |
| 1Y | +15.6% | -9.3% | +24.9% | +20.8% |
| 3Y | +29.9% | +48.5% | -18.5% | -1.0% |
| 5Y | -15.4% | +16.0% | -31.4% | -23.9% |
| All | -15.4% | +15.9% | -31.3% | -23.9% |
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