+3,988.3%
ASML vs SSNC
+1,006.7%
+2,981.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.6% |
| 7D | -19.0% | -2.8% | -16.2% | -17.9% |
| 30D | -25.9% | +0.4% | -26.3% | -26.5% |
| 3M | -19.1% | -0.7% | -18.3% | -19.5% |
| 6M | -5.7% | +13.9% | -19.6% | -14.1% |
| YTD | +27.6% | -9.4% | +37.0% | +29.3% |
| 1Y | +30.8% | -7.4% | +38.1% | +30.9% |
| 3Y | +116.2% | +55.7% | +60.6% | +62.8% |
| 5Y | +67.7% | +7.8% | +59.9% | +52.8% |
| 10Y | +1,355.3% | +178.8% | +1,176.5% | +771.5% |
| All | +3,988.3% | +1,006.7% | +2,981.6% | +1,296.1% |
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