+3.7%
F vs SSNC
-3.9%
+7.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.1% |
| 7D | +6.0% | -1.1% | +7.2% | +6.2% |
| 30D | +4.3% | +0.6% | +3.7% | +4.4% |
| 3M | -10.1% | -1.5% | -8.6% | -9.7% |
| 6M | +12.8% | +15.8% | -3.0% | +13.0% |
| YTD | -0.1% | -8.0% | +7.9% | +5.8% |
| 1Y | +3.7% | -5.8% | +9.5% | +7.9% |
| All | +3.7% | -3.9% | +7.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling