-100.0%
DFNS vs SSNC
+52.4%
-152.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.7% |
| 7D | -13.0% | -0.2% | -12.8% | -13.0% |
| 30D | -56.9% | -1.9% | -55.0% | -56.8% |
| 3M | -93.2% | -0.2% | -93.1% | -93.2% |
| 6M | -95.4% | +19.4% | -114.8% | -95.2% |
| YTD | -99.5% | -8.1% | -91.4% | -99.5% |
| 1Y | -99.6% | -5.3% | -94.4% | -99.7% |
| 3Y | -100.0% | +56.9% | -156.9% | -100.0% |
| 5Y | -100.0% | +8.0% | -108.0% | -100.0% |
| All | -100.0% | +52.4% | -152.4% | -100.0% |
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 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