+60.6%
DVA vs SSNC
-3.9%
+64.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +5.5% |
| 7D | +4.7% | -1.1% | +5.9% | +4.6% |
| 30D | +7.8% | +0.6% | +7.2% | +8.5% |
| 3M | -15.5% | -1.5% | -14.0% | -15.4% |
| 6M | +25.0% | +15.8% | +9.2% | +30.9% |
| YTD | +69.6% | -8.0% | +77.5% | +57.9% |
| 1Y | +60.6% | -5.8% | +66.4% | +47.3% |
| All | +60.6% | -3.9% | +64.5% | +47.3% |
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 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