+126.4%
DAL vs SSNC
+164.2%
-37.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +1.0% |
| 7D | +3.4% | -1.8% | +5.2% | +4.5% |
| 30D | -13.6% | +1.9% | -15.5% | -14.8% |
| 3M | +1.2% | +18.4% | -17.2% | -10.3% |
| 6M | +34.5% | +7.0% | +27.5% | +26.8% |
| YTD | +14.7% | -6.9% | +21.6% | +17.9% |
| 1Y | +29.2% | -8.2% | +37.4% | +33.7% |
| 3Y | +100.0% | +50.5% | +49.4% | +49.8% |
| 5Y | +106.3% | +17.4% | +88.9% | +80.7% |
| 10Y | +126.4% | +164.9% | -38.5% | +30.6% |
| All | +126.4% | +164.2% | -37.8% | +30.6% |
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