+56.9%
B vs SSNC
+1,082.2%
-1,025.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +9.4% | +6.0% | +3.4% | +8.8% |
| 3M | +5.0% | +21.0% | -16.0% | +2.7% |
| 6M | -3.5% | +12.1% | -15.6% | -5.0% |
| YTD | +4.5% | -3.2% | +7.7% | +4.5% |
| 1Y | +67.8% | -4.4% | +72.1% | +68.0% |
| 3Y | +196.7% | +51.6% | +145.1% | +182.2% |
| 5Y | +151.9% | +21.1% | +130.8% | +141.9% |
| 10Y | +202.2% | +177.7% | +24.5% | +170.4% |
| All | +56.9% | +1,082.2% | -1,025.3% | +16.2% |
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