+47.2%
AR vs SSNC
+58.0%
-10.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.4% | +2.3% | +5.1% | +6.7% |
| 30D | +5.8% | -3.1% | +8.9% | +6.2% |
| 3M | +5.2% | -2.7% | +8.0% | +5.5% |
| 6M | +5.4% | +23.7% | -18.2% | -2.0% |
| YTD | +12.4% | -8.0% | +20.5% | +16.4% |
| 1Y | +12.8% | -4.7% | +17.5% | +14.5% |
| 3Y | +47.2% | +58.0% | -10.8% | +4.4% |
| All | +47.2% | +58.0% | -10.8% | +4.4% |
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