-44.8%
COMP vs SSNC
+28.0%
-72.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| 3M | +41.1% | +21.0% | +20.1% | +10.0% |
| 6M | +17.2% | +12.1% | +5.1% | +0.3% |
| YTD | +5.2% | -3.2% | +8.4% | +7.5% |
| 1Y | +18.9% | -4.4% | +23.3% | +22.7% |
| 3Y | +215.9% | +51.6% | +164.3% | +60.9% |
| 5Y | -31.2% | +21.1% | -52.3% | -53.3% |
| All | -44.8% | +28.0% | -72.8% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling