+279.1%
DD vs SSNC
+1,082.2%
-803.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.9% |
| 7D | -3.5% | +0.6% | -4.2% | -3.8% |
| 30D | -10.3% | +6.0% | -16.4% | -12.8% |
| 3M | -7.5% | +21.0% | -28.5% | -16.0% |
| 6M | -8.0% | +12.1% | -20.1% | -13.9% |
| YTD | +10.5% | -3.2% | +13.7% | +9.9% |
| 1Y | +38.3% | -4.4% | +42.6% | +38.2% |
| 3Y | +42.5% | +51.6% | -9.1% | +14.3% |
| 5Y | +60.2% | +21.1% | +39.1% | +41.3% |
| 10Y | +68.9% | +177.7% | -108.8% | +0.5% |
| All | +279.1% | +1,082.2% | -803.1% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling