+296.0%
DIS vs SSNC
+998.3%
-702.2%
-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% | -0.1% |
| 7D | +5.2% | -3.3% | +8.6% | +6.7% |
| 30D | +11.5% | -1.3% | +12.7% | +11.8% |
| 3M | +11.5% | -2.3% | +13.8% | +12.2% |
| 6M | +8.9% | +12.6% | -3.8% | +2.9% |
| YTD | +3.4% | -10.1% | +13.5% | +6.6% |
| 1Y | +7.2% | -6.6% | +13.8% | +8.7% |
| 3Y | +43.3% | +54.0% | -10.6% | +17.6% |
| 5Y | -31.4% | +7.0% | -38.4% | -35.4% |
| 10Y | +37.1% | +176.7% | -139.7% | -10.5% |
| All | +296.0% | +998.3% | -702.2% | +52.7% |
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