+594.4%
A vs SSNC
+1,082.2%
-487.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | -1.9% | +0.6% | -2.6% | -2.3% |
| 30D | +6.9% | +6.0% | +0.9% | +4.0% |
| 3M | +9.2% | +21.0% | -11.7% | -0.8% |
| 6M | +25.7% | +12.1% | +13.6% | +18.0% |
| YTD | +11.5% | -3.2% | +14.8% | +11.6% |
| 1Y | +18.4% | -4.4% | +22.7% | +18.8% |
| 3Y | +26.6% | +51.6% | -25.0% | +1.7% |
| 5Y | -12.8% | +21.1% | -33.9% | -23.0% |
| 10Y | +247.2% | +177.7% | +69.5% | +95.8% |
| All | +594.4% | +1,082.2% | -487.8% | +61.9% |
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 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