+851.5%
DE vs SSNC
+173.6%
+677.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -2.6% | -4.0% | +1.5% | -0.9% |
| 30D | +9.0% | +0.5% | +8.5% | +8.6% |
| 3M | +19.1% | +18.9% | +0.2% | +9.8% |
| 6M | +14.4% | +10.8% | +3.6% | +8.3% |
| YTD | +45.9% | -7.1% | +53.1% | +48.4% |
| 1Y | +43.6% | -9.6% | +53.2% | +47.5% |
| 3Y | +75.9% | +51.1% | +24.8% | +41.1% |
| 5Y | +98.8% | +19.7% | +79.1% | +73.9% |
| All | +851.5% | +173.6% | +677.9% | +524.6% |
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