+48.0%
D vs SSNC
+170.8%
-122.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +0.8% | -4.5% | +5.3% | +1.8% |
| 30D | +10.7% | -3.9% | +14.6% | +11.6% |
| 3M | +2.3% | -1.3% | +3.6% | +2.4% |
| 6M | +12.5% | +14.1% | -1.7% | +8.5% |
| YTD | +20.1% | -9.9% | +30.0% | +21.9% |
| 1Y | +15.6% | -6.2% | +21.8% | +16.0% |
| 3Y | +75.2% | +56.1% | +19.1% | +54.2% |
| 5Y | +14.6% | +5.4% | +9.2% | +8.6% |
| All | +48.0% | +170.8% | -122.8% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling