+10.5%
COMP vs SSNC
+12.8%
-2.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +11.1% |
| 7D | +13.4% | -3.3% | +16.8% | +15.3% |
| 30D | +11.1% | -1.3% | +12.4% | +11.9% |
| 3M | -18.8% | -2.3% | -16.5% | -17.5% |
| 6M | +10.5% | +12.6% | -2.1% | +10.0% |
| All | +10.5% | +12.8% | -2.3% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling