+110.0%
ALL vs SSNC
+53.7%
+56.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -1.9% | -3.3% | +1.4% | -0.8% |
| 30D | +13.8% | -1.3% | +15.0% | +14.2% |
| 3M | -7.0% | -2.3% | -4.7% | -6.3% |
| 6M | +18.0% | +12.6% | +5.4% | +13.2% |
| YTD | +24.2% | -10.1% | +34.3% | +28.4% |
| 1Y | +31.2% | -6.6% | +37.7% | +33.4% |
| All | +110.0% | +53.7% | +56.3% | +92.4% |
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