+351.5%
ES vs SSNC
+1,082.2%
-730.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -2.0% | +6.0% | -8.0% | -3.1% |
| 3M | +1.7% | +21.0% | -19.3% | -2.4% |
| 6M | -3.5% | +12.1% | -15.6% | -6.1% |
| YTD | +7.9% | -3.2% | +11.1% | +7.9% |
| 1Y | +17.2% | -4.4% | +21.5% | +17.3% |
| 3Y | +29.3% | +51.6% | -22.3% | +17.2% |
| 5Y | -5.7% | +21.1% | -26.8% | -11.9% |
| 10Y | +85.2% | +177.7% | -92.5% | +46.4% |
| All | +351.5% | +1,082.2% | -730.8% | +160.7% |
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