-53.1%
DOCS vs SSNC
+7.3%
-60.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | -1.1% |
| 30D | +8.7% | -2.6% | +11.3% | +10.6% |
| 3M | +32.9% | -0.6% | +33.5% | +33.2% |
| 6M | +25.5% | +19.9% | +5.6% | +5.2% |
| YTD | -25.0% | -8.2% | -16.8% | -20.3% |
| 1Y | -34.9% | -5.5% | -29.3% | -32.7% |
| 3Y | +39.3% | +56.8% | -17.5% | -13.7% |
| All | -53.1% | +7.3% | -60.4% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling