-10.8%
DOW vs SSNC
+45.9%
-56.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.8% |
| 30D | +0.4% | +6.0% | -5.7% | -2.9% |
| 3M | -14.4% | +21.0% | -35.4% | -23.9% |
| 6M | -7.0% | +12.1% | -19.1% | -14.5% |
| YTD | +30.2% | -3.2% | +33.4% | +29.5% |
| 1Y | +29.2% | -4.4% | +33.6% | +29.1% |
| 3Y | -36.7% | +51.6% | -88.3% | -53.5% |
| 5Y | -37.7% | +21.1% | -58.8% | -48.5% |
| All | -10.8% | +45.9% | -56.8% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling