+153.8%
B vs SSNC
+18.8%
+135.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | +12.2% | +18.4% | -6.2% | +8.2% |
| 6M | -2.1% | +7.0% | -9.1% | -3.6% |
| YTD | +2.9% | -6.9% | +9.9% | +4.5% |
| 1Y | +55.3% | -8.2% | +63.5% | +58.1% |
| 3Y | +198.7% | +50.5% | +148.2% | +169.1% |
| 5Y | +153.8% | +17.4% | +136.4% | +112.3% |
| All | +153.8% | +18.8% | +135.0% | +112.3% |
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