-28.3%
BABA vs SSNC
+6.8%
-35.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | +11.6% | -3.3% | +15.0% | +13.3% |
| 30D | +2.3% | -1.3% | +3.5% | +2.4% |
| 3M | -13.7% | -2.3% | -11.4% | -13.4% |
| 6M | -21.9% | +12.6% | -34.5% | -27.5% |
| YTD | -24.6% | -10.1% | -14.5% | -21.4% |
| 1Y | -34.1% | -6.6% | -27.5% | -32.9% |
| 3Y | +36.3% | +54.0% | -17.7% | -1.8% |
| All | -28.3% | +6.8% | -35.1% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling