-99.9%
DFNS vs SSNC
+51.8%
-151.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -1.6% |
| 7D | +0.8% | -1.8% | +2.6% | +0.4% |
| 30D | -73.2% | +1.9% | -75.1% | -73.1% |
| 3M | -72.4% | +18.4% | -90.8% | -70.1% |
| 6M | -95.2% | +7.0% | -102.2% | -95.4% |
| YTD | -98.0% | -6.9% | -91.0% | -98.4% |
| 1Y | -98.3% | -8.2% | -90.1% | -98.7% |
| 3Y | -99.9% | +50.5% | -150.4% | -99.8% |
| All | -99.9% | +51.8% | -151.7% | -99.8% |
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