-38.5%
DG vs SSNC
+15.9%
-54.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.2% |
| 7D | -4.8% | -3.9% | -0.9% | -3.9% |
| 30D | +1.8% | -0.2% | +1.9% | +1.8% |
| 3M | +14.5% | +15.9% | -1.5% | +10.2% |
| 6M | -13.6% | +7.5% | -21.0% | -15.4% |
| YTD | -4.8% | -8.2% | +3.4% | -4.0% |
| 1Y | +21.6% | -9.3% | +30.9% | +23.0% |
| 3Y | +4.5% | +48.5% | -44.0% | -8.7% |
| 5Y | -38.5% | +16.0% | -54.5% | -41.6% |
| All | -38.5% | +15.9% | -54.4% | -41.6% |
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