+63.6%
DIA vs SSNC
+15.9%
+47.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.2% |
| 7D | -1.2% | -3.9% | +2.7% | +0.2% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | +3.3% | +15.9% | -12.7% | -3.0% |
| 6M | +10.4% | +7.5% | +3.0% | +6.7% |
| YTD | +10.0% | -8.2% | +18.2% | +13.2% |
| 1Y | +16.2% | -9.3% | +25.5% | +20.0% |
| 3Y | +58.7% | +48.5% | +10.3% | +30.4% |
| 5Y | +63.6% | +16.0% | +47.6% | +47.4% |
| All | +63.6% | +15.9% | +47.7% | +47.4% |
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 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