+134.2%
DTE vs SSNC
+173.6%
-39.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.8% |
| 7D | -2.6% | -4.0% | +1.5% | -1.4% |
| 30D | -4.4% | +0.5% | -4.9% | -4.7% |
| 3M | -8.3% | +18.9% | -27.3% | -13.6% |
| 6M | -8.1% | +10.8% | -18.9% | -11.7% |
| YTD | +4.4% | -7.1% | +11.6% | +5.7% |
| 1Y | +0.2% | -9.6% | +9.8% | +2.1% |
| 3Y | +42.6% | +51.1% | -8.4% | +20.5% |
| 5Y | +31.5% | +19.7% | +11.8% | +17.6% |
| All | +134.2% | +173.6% | -39.3% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling