+720.0%
A vs SSNC
+1,013.9%
-293.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.8% |
| 7D | +1.4% | -2.5% | +3.9% | +2.6% |
| 30D | +4.3% | -2.7% | +7.0% | +5.3% |
| 3M | +19.8% | -0.8% | +20.6% | +19.6% |
| 6M | +54.4% | +15.5% | +38.9% | +42.4% |
| YTD | +31.7% | -8.8% | +40.5% | +34.8% |
| 1Y | +22.4% | -5.8% | +28.3% | +23.4% |
| 3Y | +67.7% | +55.7% | +12.0% | +32.4% |
| 5Y | +15.7% | +6.7% | +9.1% | +7.8% |
| 10Y | +308.7% | +184.0% | +124.7% | +127.0% |
| All | +720.0% | +1,013.9% | -293.9% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling