-49.3%
COMP vs SSNC
+21.7%
-71.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | 0.0% | +2.3% | -2.3% | -2.7% |
| 30D | +16.6% | -3.1% | +19.7% | +20.2% |
| 3M | -23.5% | -2.7% | -20.8% | -21.5% |
| 6M | +25.7% | +23.7% | +2.1% | -5.9% |
| YTD | -3.4% | -8.0% | +4.6% | +4.0% |
| 1Y | +7.6% | -4.7% | +12.3% | +10.2% |
| 3Y | +423.6% | +58.0% | +365.6% | +143.7% |
| 5Y | -10.6% | +8.0% | -18.6% | -33.6% |
| All | -49.3% | +21.7% | -71.0% | -63.6% |
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