+22.3%
DIS vs SSNC
+162.7%
-140.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.2% |
| 7D | -3.5% | -3.9% | +0.4% | -1.8% |
| 30D | +1.0% | -0.2% | +1.1% | +1.0% |
| 3M | +5.7% | +15.9% | -10.2% | -1.8% |
| 6M | +3.3% | +7.5% | -4.2% | -0.8% |
| YTD | -7.7% | -8.2% | +0.5% | -5.1% |
| 1Y | -10.0% | -9.3% | -0.6% | -7.1% |
| 3Y | +31.7% | +48.5% | -16.7% | +6.6% |
| 5Y | -42.2% | +16.0% | -58.2% | -48.2% |
| 10Y | +22.3% | +169.2% | -146.8% | -13.8% |
| All | +22.3% | +162.7% | -140.3% | -13.8% |
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 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