+546.7%
DTE vs SSNC
+1,037.0%
-490.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.8% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | -1.9% | +1.9% | -3.8% | -2.4% |
| 3M | -3.3% | +18.4% | -21.7% | -7.7% |
| 6M | -7.1% | +7.0% | -14.1% | -9.2% |
| YTD | +8.1% | -6.9% | +15.0% | +9.0% |
| 1Y | +5.3% | -8.2% | +13.4% | +6.4% |
| 3Y | +48.2% | +50.5% | -2.4% | +30.7% |
| 5Y | +33.2% | +17.4% | +15.8% | +23.3% |
| 10Y | +137.5% | +164.9% | -27.4% | +80.9% |
| All | +546.7% | +1,037.0% | -490.3% | +263.6% |
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