+15.8%
BABA vs SSNC
+177.4%
-161.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | +3.8% | -4.5% | +8.3% | +5.8% |
| 30D | -5.4% | -3.9% | -1.5% | -4.1% |
| 3M | -17.9% | -1.3% | -16.6% | -17.9% |
| 6M | -24.1% | +14.1% | -38.2% | -29.2% |
| YTD | -27.4% | -9.9% | -17.6% | -25.4% |
| 1Y | -36.1% | -6.2% | -29.9% | -35.6% |
| 3Y | +35.4% | +56.1% | -20.7% | +6.7% |
| 5Y | -30.1% | +5.4% | -35.5% | -35.1% |
| 10Y | +15.8% | +172.3% | -156.5% | -28.8% |
| All | +15.8% | +177.4% | -161.6% | -28.8% |
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 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