+21.9%
BABA vs SSNC
+58.0%
-36.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -13.8% | +2.3% | -16.1% | -14.3% |
| 30D | -15.1% | -3.1% | -12.0% | -14.5% |
| 3M | -22.7% | -2.7% | -20.0% | -22.4% |
| 6M | -34.7% | +23.7% | -58.4% | -39.4% |
| YTD | -35.0% | -8.0% | -27.0% | -32.8% |
| 1Y | -40.4% | -4.7% | -35.7% | -39.3% |
| 3Y | +21.9% | +58.0% | -36.1% | -6.9% |
| All | +21.9% | +58.0% | -36.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling