+26.1%
DECK vs SSNC
+21.4%
+4.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.2% |
| 7D | -2.2% | +0.6% | -2.9% | -2.6% |
| 30D | -13.6% | +6.0% | -19.6% | -16.4% |
| 3M | -21.2% | +21.0% | -42.2% | -29.5% |
| 6M | -21.1% | +12.1% | -33.2% | -26.5% |
| YTD | -17.2% | -3.2% | -14.0% | -16.3% |
| 1Y | -30.7% | -4.4% | -26.4% | -29.7% |
| 3Y | -3.4% | +51.6% | -55.0% | -29.6% |
| All | +26.1% | +21.4% | +4.7% | +13.1% |
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