+43.2%
DD vs SSNC
+47.5%
-4.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -3.8% | -3.9% | +0.1% | -2.3% |
| 30D | -9.2% | -0.2% | -9.1% | -9.3% |
| 3M | -9.0% | +15.9% | -24.9% | -14.8% |
| 6M | -5.0% | +7.5% | -12.4% | -8.0% |
| YTD | +7.4% | -8.2% | +15.6% | +13.0% |
| 1Y | +35.1% | -9.3% | +44.5% | +43.3% |
| All | +43.2% | +47.5% | -4.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling