-37.3%
DOCS vs SSNC
+17.2%
-54.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.8% |
| 7D | -4.2% | -0.2% | -4.0% | -4.0% |
| 30D | +8.6% | -1.9% | +10.5% | +9.8% |
| 3M | +27.2% | -0.2% | +27.4% | +27.1% |
| 6M | +26.5% | +19.4% | +7.1% | +7.1% |
| YTD | -25.0% | -8.1% | -16.9% | -20.5% |
| 1Y | -37.0% | -5.3% | -31.7% | -35.1% |
| 3Y | +39.4% | +56.9% | -17.5% | -10.9% |
| 5Y | -56.7% | +8.0% | -64.7% | -62.2% |
| All | -37.3% | +17.2% | -54.5% | -44.9% |
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