+99.4%
DE vs SSNC
+14.9%
+84.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.4% | -6.7% | +4.4% | 0.0% |
| 30D | +9.7% | -0.8% | +10.5% | +9.9% |
| 3M | +21.4% | +16.1% | +5.3% | +14.6% |
| 6M | +15.0% | +7.9% | +7.1% | +11.3% |
| YTD | +46.4% | -8.7% | +55.1% | +51.1% |
| 1Y | +45.6% | -9.5% | +55.1% | +50.5% |
| 3Y | +76.8% | +47.7% | +29.1% | +46.6% |
| 5Y | +99.4% | +17.6% | +81.8% | +68.4% |
| All | +99.4% | +14.9% | +84.5% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling