+257.2%
DIS vs SSNC
+1,082.2%
-825.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +3.5% | +6.0% | -2.6% | +1.0% |
| 3M | +6.8% | +21.0% | -14.1% | -1.5% |
| 6M | +3.0% | +12.1% | -9.1% | -2.3% |
| YTD | -6.7% | -3.2% | -3.5% | -6.4% |
| 1Y | -10.1% | -4.4% | -5.7% | -9.5% |
| 3Y | +33.0% | +51.6% | -18.6% | +10.2% |
| 5Y | -40.0% | +21.1% | -61.1% | -46.0% |
| 10Y | +21.1% | +177.7% | -156.6% | -21.4% |
| All | +257.2% | +1,082.2% | -825.0% | +34.1% |
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