+358.9%
CBOE vs SSNC
+173.6%
+185.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.6% |
| 7D | -5.8% | -4.0% | -1.8% | -4.9% |
| 30D | -3.1% | +0.5% | -3.7% | -3.3% |
| 3M | -4.8% | +18.9% | -23.7% | -8.9% |
| 6M | -0.6% | +10.8% | -11.4% | -3.5% |
| YTD | +12.8% | -7.1% | +19.9% | +14.0% |
| 1Y | +19.8% | -9.6% | +29.4% | +21.7% |
| 3Y | +86.9% | +51.1% | +35.9% | +62.4% |
| 5Y | +136.5% | +19.7% | +116.9% | +117.3% |
| All | +358.9% | +173.6% | +185.3% | +233.3% |
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