+349.0%
ES vs SSNC
+998.3%
-649.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | +1.9% | -3.3% | +5.2% | +2.6% |
| 30D | +7.1% | -1.3% | +8.3% | +7.2% |
| 3M | -1.9% | -2.3% | +0.4% | -1.6% |
| 6M | +4.4% | +12.6% | -8.3% | +1.4% |
| YTD | +7.3% | -10.1% | +17.4% | +8.8% |
| 1Y | +2.1% | -6.6% | +8.7% | +2.6% |
| 3Y | +41.8% | +54.0% | -12.1% | +28.1% |
| 5Y | +1.4% | +7.0% | -5.5% | -2.9% |
| 10Y | +86.8% | +176.7% | -90.0% | +48.1% |
| All | +349.0% | +998.3% | -649.3% | +162.8% |
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