+1,456.3%
DE vs SSNC
+1,037.0%
+419.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.4% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | +9.6% | +1.9% | +7.7% | +8.8% |
| 3M | +19.0% | +18.4% | +0.6% | +10.9% |
| 6M | +16.1% | +7.0% | +9.1% | +12.1% |
| YTD | +47.0% | -6.9% | +54.0% | +48.8% |
| 1Y | +43.1% | -8.2% | +51.3% | +45.4% |
| 3Y | +77.5% | +50.5% | +27.0% | +47.9% |
| 5Y | +96.4% | +17.4% | +79.0% | +76.9% |
| 10Y | +852.9% | +164.9% | +688.0% | +531.1% |
| All | +1,456.3% | +1,037.0% | +419.3% | +469.6% |
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 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