-64.7%
CAPR vs SSNC
+170.8%
-235.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | +36.0% | -4.5% | +40.5% | +39.7% |
| 30D | +25.8% | -3.9% | +29.7% | +28.6% |
| 3M | +140.8% | -1.3% | +142.2% | +140.3% |
| 6M | -67.6% | +14.1% | -81.7% | -71.4% |
| YTD | -65.9% | -9.9% | -56.0% | -65.4% |
| 1Y | +66.1% | -6.2% | +72.3% | +64.3% |
| 3Y | +256.9% | +56.1% | +200.8% | +146.7% |
| 5Y | +172.1% | +5.4% | +166.7% | +139.1% |
| All | -64.7% | +170.8% | -235.5% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling