-100.0%
DFNS vs SSNC
+7.5%
-107.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -6.0% | +2.3% | -8.3% | -5.9% |
| 30D | -71.2% | -3.1% | -68.1% | -71.1% |
| 3M | -94.5% | -2.7% | -91.8% | -94.5% |
| 6M | -96.5% | +23.7% | -120.2% | -96.3% |
| YTD | -99.6% | -8.0% | -91.6% | -99.7% |
| 1Y | -99.7% | -4.7% | -95.0% | -99.7% |
| 3Y | -100.0% | +58.0% | -158.0% | -100.0% |
| All | -100.0% | +7.5% | -107.5% | -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 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