+87.8%
DT vs SSNC
+80.7%
+7.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | +2.3% | +0.8% | +1.4% |
| 30D | -29.5% | -3.1% | -26.4% | -28.3% |
| 3M | -11.7% | -2.7% | -9.0% | -10.5% |
| 6M | +29.0% | +23.7% | +5.3% | +8.1% |
| YTD | +3.4% | -8.0% | +11.4% | +8.2% |
| 1Y | -4.2% | -4.7% | +0.5% | -2.5% |
| 3Y | -12.8% | +58.0% | -70.8% | -41.6% |
| 5Y | -39.6% | +8.0% | -47.6% | -45.6% |
| All | +87.8% | +80.7% | +7.2% | +15.3% |
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