-41.5%
DIS vs SSNC
+18.8%
-60.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.8% |
| 7D | -1.1% | -1.8% | +0.7% | -0.2% |
| 30D | +0.1% | +1.9% | -1.8% | -1.0% |
| 3M | +7.1% | +18.4% | -11.3% | -3.0% |
| 6M | +4.3% | +7.0% | -2.7% | -0.3% |
| YTD | -6.9% | -6.9% | 0.0% | -4.2% |
| 1Y | -10.3% | -8.2% | -2.2% | -7.1% |
| 3Y | +32.8% | +50.5% | -17.7% | -1.0% |
| 5Y | -41.5% | +17.4% | -58.9% | -50.5% |
| All | -41.5% | +18.8% | -60.2% | -50.5% |
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