+887.0%
DECK vs SSNC
+177.4%
+709.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +6.4% | -4.5% | +10.9% | +9.1% |
| 30D | +9.1% | -3.9% | +13.0% | +11.4% |
| 3M | -7.2% | -1.3% | -5.9% | -6.7% |
| 6M | -9.9% | +14.1% | -24.1% | -16.9% |
| YTD | -12.8% | -9.9% | -2.9% | -9.0% |
| 1Y | +10.6% | -6.2% | +16.8% | +12.7% |
| 3Y | -13.8% | +56.1% | -69.9% | -35.9% |
| 5Y | +27.6% | +5.4% | +22.2% | +18.6% |
| 10Y | +887.0% | +172.3% | +714.7% | +628.4% |
| All | +887.0% | +177.4% | +709.6% | +628.4% |
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 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