+399.2%
DUK vs SSNC
+1,021.3%
-622.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -0.1% | -3.9% | +3.8% | +0.5% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | -1.9% | +15.9% | -17.8% | -4.5% |
| 6M | -6.5% | +7.5% | -14.0% | -8.0% |
| YTD | +5.4% | -8.2% | +13.7% | +6.3% |
| 1Y | +3.6% | -9.3% | +12.9% | +4.5% |
| 3Y | +48.1% | +48.5% | -0.3% | +36.2% |
| 5Y | +39.6% | +16.0% | +23.6% | +32.3% |
| 10Y | +131.8% | +169.2% | -37.3% | +91.4% |
| All | +399.2% | +1,021.3% | -622.1% | +236.1% |
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 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