+35.3%
D vs SSNC
+164.2%
-129.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.5% |
| 7D | +0.8% | -1.8% | +2.5% | +1.2% |
| 30D | -0.7% | +1.9% | -2.7% | -1.2% |
| 3M | +2.1% | +18.4% | -16.3% | -2.2% |
| 6M | +6.8% | +7.0% | -0.1% | +4.6% |
| YTD | +16.5% | -6.9% | +23.5% | +17.6% |
| 1Y | +19.2% | -8.2% | +27.3% | +20.4% |
| 3Y | +61.9% | +50.5% | +11.3% | +43.8% |
| 5Y | +6.5% | +17.4% | -10.9% | -1.4% |
| 10Y | +35.3% | +164.9% | -129.7% | +7.2% |
| All | +35.3% | +164.2% | -129.0% | +7.2% |
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 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