+472.0%
DVA vs SSNC
+1,015.4%
-543.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.2% | -6.7% | +6.6% | +1.7% |
| 30D | +1.7% | -0.8% | +2.5% | +1.9% |
| 3M | -8.7% | +16.1% | -24.7% | -12.4% |
| 6M | +19.7% | +7.9% | +11.7% | +16.6% |
| YTD | +59.6% | -8.7% | +68.3% | +61.5% |
| 1Y | +37.1% | -9.5% | +46.6% | +39.0% |
| 3Y | +89.8% | +47.7% | +42.1% | +65.9% |
| 5Y | +47.4% | +17.6% | +29.7% | +35.4% |
| 10Y | +184.9% | +167.7% | +17.1% | +105.1% |
| All | +472.0% | +1,015.4% | -543.3% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling