+1,073.1%
ALL vs SSNC
+1,022.7%
+50.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +12.7% | -1.9% | +14.6% | +13.4% |
| 3M | +0.4% | -0.2% | +0.5% | +0.4% |
| 6M | +23.8% | +19.4% | +4.4% | +16.0% |
| YTD | +27.8% | -8.1% | +35.9% | +30.2% |
| 1Y | +28.9% | -5.3% | +34.2% | +29.9% |
| 3Y | +113.9% | +56.9% | +56.9% | +79.8% |
| 5Y | +157.4% | +8.0% | +149.3% | +142.0% |
| 10Y | +369.0% | +183.6% | +185.4% | +216.3% |
| All | +1,073.1% | +1,022.7% | +50.4% | +381.6% |
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