+446.3%
DGX vs SSNC
+1,021.3%
-575.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -2.2% | -3.9% | +1.7% | -1.2% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | +15.6% | +15.9% | -0.3% | +10.8% |
| 6M | +17.8% | +7.5% | +10.3% | +15.0% |
| YTD | +37.5% | -8.2% | +45.7% | +39.4% |
| 1Y | +31.2% | -9.3% | +40.5% | +33.2% |
| 3Y | +96.6% | +48.5% | +48.1% | +73.3% |
| 5Y | +64.9% | +16.0% | +48.9% | +53.2% |
| 10Y | +254.6% | +169.2% | +85.4% | +154.5% |
| All | +446.3% | +1,021.3% | -575.0% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling