+16.0%
BABA vs SSNC
+186.8%
-170.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -8.4% | -1.9% | -6.4% | -7.9% |
| 3M | -20.6% | -0.2% | -20.4% | -21.0% |
| 6M | -25.4% | +19.4% | -44.8% | -31.8% |
| YTD | -30.1% | -8.1% | -22.0% | -28.8% |
| 1Y | -36.3% | -5.3% | -31.0% | -36.0% |
| 3Y | +30.4% | +56.9% | -26.5% | +2.6% |
| 5Y | -35.7% | +8.0% | -43.8% | -41.0% |
| 10Y | +16.0% | +183.6% | -167.6% | -29.4% |
| All | +16.0% | +186.8% | -170.8% | -29.4% |
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