-29.9%
COMP vs SSNC
+21.4%
-51.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.9% |
| 7D | +1.4% | +0.6% | +0.7% | +0.7% |
| 30D | -13.3% | +6.0% | -19.4% | -19.2% |
| 3M | +41.1% | +21.0% | +20.1% | +9.2% |
| 6M | +17.2% | +12.1% | +5.1% | -0.1% |
| YTD | +5.2% | -3.2% | +8.4% | +7.6% |
| 1Y | +18.9% | -4.4% | +23.3% | +22.8% |
| 3Y | +215.9% | +51.6% | +164.3% | +54.7% |
| All | -29.9% | +21.4% | -51.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling