-35.5%
DOW vs SSNC
+14.9%
-50.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.4% | -6.7% | +4.4% | +0.2% |
| 30D | -4.1% | -0.8% | -3.3% | -4.0% |
| 3M | -12.4% | +16.1% | -28.5% | -18.0% |
| 6M | -10.6% | +7.9% | -18.6% | -14.3% |
| YTD | +31.1% | -8.7% | +39.8% | +35.7% |
| 1Y | +30.5% | -9.5% | +40.0% | +35.6% |
| 3Y | -34.4% | +47.7% | -82.1% | -47.6% |
| 5Y | -35.5% | +17.6% | -53.1% | -47.2% |
| All | -35.5% | +14.9% | -50.4% | -47.2% |
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