+35.7%
DVA vs SSNC
-3.0%
+38.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.1% |
| 7D | +1.8% | +0.6% | +1.2% | +1.9% |
| 30D | -2.5% | +6.0% | -8.5% | -1.4% |
| 3M | -4.3% | +21.0% | -25.2% | -0.6% |
| 6M | +18.9% | +12.1% | +6.8% | +18.6% |
| YTD | +61.9% | -3.2% | +65.2% | +59.8% |
| 1Y | +35.7% | -4.4% | +40.1% | +36.2% |
| All | +35.7% | -3.0% | +38.7% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling