-50.4%
COMP vs SSNC
+20.6%
-71.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -8.8% |
| 7D | +7.2% | -2.5% | +9.7% | +10.2% |
| 30D | +6.4% | -2.7% | +9.1% | +9.1% |
| 3M | -19.4% | -0.8% | -18.6% | -19.1% |
| 6M | +14.6% | +15.5% | -0.9% | -6.7% |
| YTD | -5.5% | -8.8% | +3.3% | +2.8% |
| 1Y | +13.7% | -5.8% | +19.5% | +18.1% |
| 3Y | +409.7% | +55.7% | +354.0% | +141.8% |
| 5Y | -17.0% | +6.7% | -23.7% | -37.6% |
| All | -50.4% | +20.6% | -71.0% | -64.1% |
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 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