+128.1%
DAL vs SSNC
+177.4%
-49.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +5.1% |
| 7D | +10.0% | -4.5% | +14.5% | +13.3% |
| 30D | +12.0% | -3.9% | +15.9% | +14.6% |
| 3M | +0.8% | -1.3% | +2.1% | +1.0% |
| 6M | +26.2% | +14.1% | +12.0% | +13.7% |
| YTD | +33.7% | -9.9% | +43.6% | +39.8% |
| 1Y | +57.6% | -6.2% | +63.8% | +60.3% |
| 3Y | +183.5% | +56.1% | +127.4% | +106.1% |
| 5Y | +114.2% | +5.4% | +108.8% | +100.0% |
| 10Y | +128.1% | +172.3% | -44.2% | +33.7% |
| All | +128.1% | +177.4% | -49.3% | +33.7% |
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