+211.9%
B vs SSNC
+162.7%
+49.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.0% | -3.9% | +4.9% | +1.7% |
| 30D | +9.5% | -0.2% | +9.7% | +9.5% |
| 3M | +14.3% | +15.9% | -1.6% | +11.3% |
| 6M | -1.9% | +7.5% | -9.3% | -3.4% |
| YTD | +4.1% | -8.2% | +12.3% | +5.1% |
| 1Y | +56.1% | -9.3% | +65.5% | +57.9% |
| 3Y | +202.0% | +48.5% | +153.6% | +180.2% |
| 5Y | +158.8% | +16.0% | +142.8% | +144.3% |
| 10Y | +211.9% | +169.2% | +42.7% | +125.5% |
| All | +211.9% | +162.7% | +49.2% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling