-49.3%
COMP vs SSNC
+18.9%
-68.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +11.6% |
| 7D | +13.4% | -3.3% | +16.8% | +17.9% |
| 30D | +11.1% | -1.3% | +12.4% | +12.1% |
| 3M | -18.8% | -2.3% | -16.5% | -17.0% |
| 6M | +10.5% | +12.6% | -2.1% | -7.3% |
| YTD | -3.4% | -10.1% | +6.7% | +6.9% |
| 1Y | +19.7% | -6.6% | +26.3% | +25.6% |
| 3Y | +381.6% | +54.0% | +327.6% | +131.6% |
| 5Y | -17.6% | +7.0% | -24.6% | -37.5% |
| All | -49.3% | +18.9% | -68.2% | -62.6% |
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