-99.9%
DFNS vs SSNC
+15.9%
-115.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.8% |
| 7D | +4.6% | -3.9% | +8.5% | +4.2% |
| 30D | -73.9% | -0.2% | -73.7% | -73.9% |
| 3M | -71.7% | +15.9% | -87.6% | -70.5% |
| 6M | -94.6% | +7.5% | -102.0% | -94.6% |
| YTD | -98.1% | -8.2% | -89.9% | -98.2% |
| 1Y | -98.3% | -9.3% | -89.0% | -98.5% |
| 3Y | -99.9% | +48.5% | -148.3% | -99.9% |
| 5Y | -99.9% | +16.0% | -115.9% | -99.9% |
| All | -99.9% | +15.9% | -115.8% | -99.9% |
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