+180.6%
DVA vs SSNC
+173.6%
+7.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -1.3% | -4.0% | +2.7% | -0.2% |
| 30D | 0.0% | +0.5% | -0.5% | -0.2% |
| 3M | -10.9% | +18.9% | -29.9% | -15.4% |
| 6M | +17.3% | +10.8% | +6.4% | +13.3% |
| YTD | +59.8% | -7.1% | +66.9% | +61.4% |
| 1Y | +36.3% | -9.6% | +45.9% | +38.7% |
| 3Y | +88.6% | +51.1% | +37.5% | +60.7% |
| 5Y | +47.5% | +19.7% | +27.9% | +33.4% |
| All | +180.6% | +173.6% | +7.0% | +107.5% |
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