+15.2%
D vs SSNC
+6.8%
+8.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +3.0% | -3.3% | +6.3% | +3.8% |
| 30D | +11.5% | -1.3% | +12.7% | +11.7% |
| 3M | +3.7% | -2.3% | +6.0% | +4.1% |
| 6M | +13.5% | +12.6% | +0.9% | +9.5% |
| YTD | +20.7% | -10.1% | +30.8% | +23.4% |
| 1Y | +18.2% | -6.6% | +24.8% | +19.2% |
| 3Y | +73.3% | +54.0% | +19.3% | +48.2% |
| All | +15.2% | +6.8% | +8.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling