+20.1%
COMP vs SSNC
-3.9%
+24.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.3% | +8.7% |
| 7D | +9.5% | -1.1% | +10.6% | +10.2% |
| 30D | +8.1% | +0.6% | +7.5% | +7.4% |
| 3M | -16.3% | -1.5% | -14.9% | -15.7% |
| 6M | +42.2% | +15.8% | +26.4% | +30.2% |
| YTD | -5.0% | -8.0% | +2.9% | -2.3% |
| 1Y | +20.1% | -5.8% | +25.9% | +20.4% |
| All | +20.1% | -3.9% | +24.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling