+304.4%
C vs SSNC
+998.3%
-693.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -2.4% | -3.3% | +0.9% | -0.5% |
| 30D | -6.0% | -1.3% | -4.7% | -5.7% |
| 3M | -10.5% | -2.3% | -8.2% | -9.9% |
| 6M | -5.7% | +12.6% | -18.3% | -13.6% |
| YTD | +4.1% | -10.1% | +14.2% | +8.0% |
| 1Y | +20.5% | -6.6% | +27.1% | +22.2% |
| 3Y | +208.1% | +54.0% | +154.2% | +132.3% |
| 5Y | +110.4% | +7.0% | +103.5% | +92.9% |
| 10Y | +234.6% | +176.7% | +57.9% | +75.6% |
| All | +304.4% | +998.3% | -693.9% | -8.8% |
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