+95.6%
DG vs SSNC
+169.0%
-73.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -6.3% | -6.7% | +0.4% | -4.8% |
| 30D | +2.4% | -0.8% | +3.2% | +2.6% |
| 3M | +12.4% | +16.1% | -3.6% | +8.6% |
| 6M | -14.9% | +7.9% | -22.9% | -16.5% |
| YTD | -6.1% | -8.7% | +2.7% | -4.8% |
| 1Y | +17.9% | -9.5% | +27.4% | +19.6% |
| 3Y | +3.1% | +47.7% | -44.5% | -7.1% |
| 5Y | -38.7% | +17.6% | -56.3% | -42.6% |
| All | +95.6% | +169.0% | -73.3% | +49.2% |
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