+235.7%
DIA vs SSNC
+184.6%
+51.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.2% |
| 30D | +1.5% | -3.1% | +4.6% | +2.6% |
| 3M | -2.4% | -2.7% | +0.3% | -1.6% |
| 6M | +6.0% | +23.7% | -17.7% | -3.9% |
| YTD | +10.1% | -8.0% | +18.1% | +12.2% |
| 1Y | +11.8% | -4.7% | +16.5% | +12.2% |
| 3Y | +59.7% | +58.0% | +1.7% | +27.9% |
| 5Y | +57.9% | +8.0% | +49.9% | +46.1% |
| All | +235.7% | +184.6% | +51.1% | +132.9% |
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