+47.4%
DVA vs SSNC
+14.9%
+32.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.2% | -6.7% | +6.6% | +1.3% |
| 30D | +1.7% | -0.8% | +2.5% | +1.8% |
| 3M | -8.7% | +16.1% | -24.7% | -11.5% |
| 6M | +19.7% | +7.9% | +11.7% | +17.5% |
| YTD | +59.6% | -8.7% | +68.3% | +63.0% |
| 1Y | +37.1% | -9.5% | +46.6% | +40.3% |
| 3Y | +89.8% | +47.7% | +42.1% | +63.6% |
| 5Y | +47.4% | +17.6% | +29.7% | +34.2% |
| All | +47.4% | +14.9% | +32.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling