-1.8%
DECK vs SSNC
+52.6%
-54.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.0% |
| 7D | -2.2% | +0.6% | -2.9% | -2.5% |
| 30D | -13.6% | +6.0% | -19.6% | -15.6% |
| 3M | -21.2% | +21.0% | -42.2% | -27.1% |
| 6M | -21.1% | +12.1% | -33.2% | -24.9% |
| YTD | -17.2% | -3.2% | -14.0% | -16.2% |
| 1Y | -30.7% | -4.4% | -26.4% | -29.4% |
| All | -1.8% | +52.6% | -54.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling