+142.7%
ETSY vs SSNC
+187.4%
-44.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -2.2% |
| 7D | -10.9% | -1.8% | -9.1% | -9.7% |
| 30D | -14.9% | +1.9% | -16.8% | -15.9% |
| 3M | +5.8% | +18.4% | -12.6% | -6.8% |
| 6M | +29.1% | +7.0% | +22.2% | +22.2% |
| YTD | +31.3% | -6.9% | +38.3% | +36.4% |
| 1Y | +25.1% | -8.2% | +33.3% | +30.8% |
| 3Y | +8.5% | +50.5% | -42.1% | -21.2% |
| 5Y | -66.1% | +17.4% | -83.5% | -70.2% |
| 10Y | +410.3% | +164.9% | +245.4% | +164.1% |
| All | +142.7% | +187.4% | -44.6% | +17.8% |
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