+468.0%
DVA vs SSNC
+1,037.0%
-569.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.1% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | -2.0% | +1.9% | -3.9% | -2.5% |
| 3M | -6.3% | +18.4% | -24.6% | -10.6% |
| 6M | +19.4% | +7.0% | +12.5% | +16.7% |
| YTD | +58.5% | -6.9% | +65.4% | +59.6% |
| 1Y | +33.9% | -8.2% | +42.0% | +35.2% |
| 3Y | +88.4% | +50.5% | +37.9% | +63.9% |
| 5Y | +39.5% | +17.4% | +22.1% | +28.4% |
| 10Y | +179.5% | +164.9% | +14.5% | +101.6% |
| All | +468.0% | +1,037.0% | -569.0% | +178.9% |
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