-28.4%
DT vs SSNC
+15.9%
-44.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.6% |
| 7D | -0.5% | -3.9% | +3.4% | +2.5% |
| 30D | +0.1% | -0.2% | +0.2% | +0.2% |
| 3M | +24.1% | +15.9% | +8.2% | +9.9% |
| 6M | +30.1% | +7.5% | +22.7% | +22.2% |
| YTD | +16.8% | -8.2% | +25.0% | +23.6% |
| 1Y | -0.1% | -9.3% | +9.2% | +6.3% |
| 3Y | +6.8% | +48.5% | -41.6% | -26.7% |
| 5Y | -28.4% | +16.0% | -44.4% | -37.1% |
| All | -28.4% | +15.9% | -44.3% | -37.1% |
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 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