+198.7%
B vs SSNC
+51.8%
+146.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.4% | -0.7% |
| 7D | +2.3% | -1.8% | +4.1% | +2.7% |
| 30D | +1.4% | +1.9% | -0.6% | +1.1% |
| 3M | +12.2% | +18.4% | -6.2% | +8.3% |
| 6M | -2.1% | +7.0% | -9.1% | -3.2% |
| YTD | +2.9% | -6.9% | +9.9% | +5.7% |
| 1Y | +55.3% | -8.2% | +63.5% | +60.3% |
| 3Y | +198.7% | +50.5% | +148.2% | +160.8% |
| All | +198.7% | +51.8% | +146.9% | +160.8% |
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