+409.7%
COMP vs SSNC
+57.6%
+352.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -8.4% |
| 7D | +7.2% | -2.5% | +9.7% | +9.4% |
| 30D | +6.4% | -2.7% | +9.1% | +8.5% |
| 3M | -19.4% | -0.8% | -18.6% | -19.0% |
| 6M | +14.6% | +15.5% | -0.9% | -0.4% |
| YTD | -5.5% | -8.8% | +3.3% | +2.4% |
| 1Y | +13.7% | -5.8% | +19.5% | +18.9% |
| 3Y | +409.7% | +55.7% | +354.0% | +76.7% |
| All | +409.7% | +57.6% | +352.1% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling