+23.9%
BABA vs SSNC
+289.6%
-265.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | +11.6% | -3.3% | +15.0% | +13.1% |
| 30D | +2.3% | -1.3% | +3.5% | +2.5% |
| 3M | -13.7% | -2.3% | -11.4% | -13.3% |
| 6M | -21.9% | +12.6% | -34.5% | -26.6% |
| YTD | -24.6% | -10.1% | -14.5% | -22.6% |
| 1Y | -34.1% | -6.6% | -27.5% | -33.5% |
| 3Y | +36.3% | +54.0% | -17.7% | +9.6% |
| 5Y | -26.7% | +7.0% | -33.7% | -32.0% |
| 10Y | +19.2% | +176.7% | -157.5% | -25.5% |
| All | +23.9% | +289.6% | -265.7% | -30.8% |
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 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