+365.2%
C vs SSNC
+1,082.2%
-717.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +0.1% | +6.0% | -6.0% | -3.4% |
| 3M | +2.4% | +21.0% | -18.6% | -9.3% |
| 6M | +24.9% | +12.1% | +12.8% | +15.2% |
| YTD | +19.8% | -3.2% | +23.0% | +19.8% |
| 1Y | +44.9% | -4.4% | +49.2% | +45.7% |
| 3Y | +263.0% | +51.6% | +211.4% | +177.6% |
| 5Y | +129.5% | +21.1% | +108.4% | +96.7% |
| 10Y | +291.6% | +177.7% | +113.9% | +105.3% |
| All | +365.2% | +1,082.2% | -717.0% | +1.1% |
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