-38.7%
DOCS vs SSNC
+14.6%
-53.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.4% |
| 7D | -0.8% | -3.3% | +2.6% | +2.1% |
| 30D | +17.4% | -1.3% | +18.7% | +18.1% |
| 3M | +57.4% | -2.3% | +59.7% | +59.9% |
| 6M | +26.5% | +12.6% | +13.9% | +12.7% |
| YTD | -26.6% | -10.1% | -16.5% | -20.7% |
| 1Y | -48.1% | -6.6% | -41.5% | -45.9% |
| 3Y | +52.6% | +54.0% | -1.3% | -0.7% |
| 5Y | -52.1% | +7.0% | -59.1% | -57.4% |
| All | -38.7% | +14.6% | -53.3% | -45.1% |
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 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