+114.8%
ALL vs SSNC
+18.8%
+96.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.5% | -1.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | -4.7% | +1.9% | -6.6% | -5.3% |
| 3M | +18.4% | +18.4% | 0.0% | +11.1% |
| 6M | +20.5% | +7.0% | +13.5% | +17.1% |
| YTD | +23.5% | -6.9% | +30.5% | +25.9% |
| 1Y | +29.0% | -8.2% | +37.1% | +32.0% |
| 3Y | +153.7% | +50.5% | +103.2% | +113.2% |
| 5Y | +114.8% | +17.4% | +97.4% | +89.2% |
| All | +114.8% | +18.8% | +96.0% | +89.2% |
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