+93.0%
ASML vs SSNC
+6.8%
+86.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -2.9% | -2.5% | -0.3% | -1.5% |
| 30D | -15.2% | -2.7% | -12.5% | -14.6% |
| 3M | -12.9% | -0.8% | -12.1% | -13.6% |
| 6M | -5.0% | +15.5% | -20.5% | -15.2% |
| YTD | +41.8% | -8.8% | +50.6% | +47.1% |
| 1Y | +46.0% | -5.8% | +51.9% | +47.6% |
| 3Y | +133.5% | +55.7% | +77.8% | +47.4% |
| 5Y | +93.0% | +6.7% | +86.3% | +80.4% |
| All | +93.0% | +6.8% | +86.1% | +80.4% |
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 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