+2,032.9%
COST vs SSNC
+1,021.3%
+1,011.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.5% |
| 7D | -2.8% | -3.9% | +1.1% | -1.9% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | -6.7% | +15.9% | -22.6% | -10.1% |
| 6M | -9.9% | +7.5% | -17.4% | -11.9% |
| YTD | +5.1% | -8.2% | +13.3% | +6.5% |
| 1Y | -7.3% | -9.3% | +2.1% | -5.9% |
| 3Y | +70.4% | +48.5% | +21.9% | +52.1% |
| 5Y | +104.4% | +16.0% | +88.4% | +91.7% |
| 10Y | +609.0% | +169.2% | +439.8% | +442.4% |
| All | +2,032.9% | +1,021.3% | +1,011.6% | +1,123.2% |
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