+305.8%
DIS vs SSNC
+1,022.7%
-716.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +10.3% | -1.9% | +12.2% | +10.9% |
| 3M | +15.6% | -0.2% | +15.7% | +15.3% |
| 6M | +15.1% | +19.4% | -4.3% | +6.2% |
| YTD | +6.0% | -8.1% | +14.1% | +8.3% |
| 1Y | +5.7% | -5.3% | +11.0% | +6.6% |
| 3Y | +39.8% | +56.9% | -17.1% | +13.9% |
| 5Y | -23.9% | +8.0% | -31.9% | -28.6% |
| 10Y | +32.9% | +183.6% | -150.7% | -14.0% |
| All | +305.8% | +1,022.7% | -716.9% | +55.1% |
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