-20.2%
DOW vs SSNC
+58.0%
-78.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +5.2% | +2.3% | +2.9% | +4.6% |
| 30D | +13.2% | -3.1% | +16.3% | +13.8% |
| 3M | +10.1% | -2.7% | +12.8% | +10.5% |
| 6M | -13.1% | +23.7% | -36.8% | -19.2% |
| YTD | +46.1% | -8.0% | +54.2% | +53.9% |
| 1Y | +50.0% | -4.7% | +54.7% | +54.4% |
| 3Y | -20.2% | +58.0% | -78.2% | -39.6% |
| All | -20.2% | +58.0% | -78.2% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling