+96.7%
DGX vs SSNC
+49.3%
+47.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -0.9% | -4.0% | +3.1% | -0.2% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | +15.8% | +18.9% | -3.2% | +11.9% |
| 6M | +18.2% | +10.8% | +7.3% | +15.7% |
| YTD | +37.2% | -7.1% | +44.3% | +39.5% |
| 1Y | +30.4% | -9.6% | +40.0% | +33.5% |
| 3Y | +96.7% | +51.1% | +45.6% | +78.4% |
| All | +96.7% | +49.3% | +47.5% | +78.4% |
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