+48.2%
B vs SSNC
+1,000.8%
-952.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +11.3% | -4.5% | +15.8% | +11.9% |
| 30D | +2.9% | -3.9% | +6.8% | +3.3% |
| 3M | -2.9% | -1.3% | -1.5% | -2.8% |
| 6M | -1.2% | +14.1% | -15.3% | -2.9% |
| YTD | -1.3% | -9.9% | +8.6% | -0.6% |
| 1Y | +30.4% | -6.2% | +36.6% | +30.8% |
| 3Y | +195.3% | +56.1% | +139.2% | +180.1% |
| 5Y | +146.2% | +5.4% | +140.8% | +139.4% |
| 10Y | +200.5% | +172.3% | +28.2% | +170.2% |
| All | +48.2% | +1,000.8% | -952.6% | +10.5% |
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 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