+13.7%
COMP vs SSNC
-5.1%
+18.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -8.2% |
| 7D | +7.2% | -2.5% | +9.7% | +8.8% |
| 30D | +6.4% | -2.7% | +9.1% | +8.0% |
| 3M | -19.4% | -0.8% | -18.6% | -19.0% |
| 6M | +14.6% | +15.5% | -0.9% | +5.1% |
| YTD | -5.5% | -8.8% | +3.3% | -3.2% |
| 1Y | +13.7% | -5.8% | +19.5% | +14.4% |
| All | +13.7% | -5.1% | +18.7% | +14.4% |
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