+84.2%
ES vs SSNC
+164.2%
-80.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | -1.2% | +1.9% | -3.1% | -1.7% |
| 3M | +5.0% | +18.4% | -13.4% | +0.5% |
| 6M | -2.8% | +7.0% | -9.8% | -4.9% |
| YTD | +8.6% | -6.9% | +15.5% | +9.7% |
| 1Y | +18.9% | -8.2% | +27.1% | +20.3% |
| 3Y | +32.1% | +50.5% | -18.4% | +17.3% |
| 5Y | -5.1% | +17.4% | -22.5% | -12.3% |
| 10Y | +84.2% | +164.9% | -80.7% | +43.3% |
| All | +84.2% | +164.2% | -80.0% | +43.3% |
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