+88.6%
DVA vs SSNC
+49.3%
+39.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -1.3% | -4.0% | +2.7% | -0.9% |
| 30D | 0.0% | +0.5% | -0.5% | 0.0% |
| 3M | -10.9% | +18.9% | -29.9% | -12.5% |
| 6M | +17.3% | +10.8% | +6.4% | +16.0% |
| YTD | +59.8% | -7.1% | +66.9% | +63.8% |
| 1Y | +36.3% | -9.6% | +45.9% | +40.9% |
| 3Y | +88.6% | +51.1% | +37.5% | +55.0% |
| All | +88.6% | +49.3% | +39.4% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling