+39.3%
ASML vs SSNC
-7.9%
+47.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +4.8% |
| 7D | -9.0% | -3.3% | -5.7% | -9.9% |
| 30D | -21.0% | -1.3% | -19.7% | -21.1% |
| 3M | -16.3% | -2.3% | -14.0% | -16.6% |
| 6M | -7.5% | +12.6% | -20.2% | -2.9% |
| YTD | +34.0% | -10.1% | +44.1% | +43.0% |
| 1Y | +39.3% | -6.6% | +45.9% | +46.7% |
| All | +39.3% | -7.9% | +47.2% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling