+86.4%
F vs SSNC
+164.2%
-77.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -2.2% |
| 7D | +1.2% | -1.8% | +2.9% | +2.1% |
| 30D | +1.2% | +1.9% | -0.7% | +0.2% |
| 3M | -5.7% | +18.4% | -24.0% | -14.5% |
| 6M | +17.9% | +7.0% | +11.0% | +12.2% |
| YTD | +10.4% | -6.9% | +17.3% | +12.7% |
| 1Y | +25.3% | -8.2% | +33.5% | +28.8% |
| 3Y | +37.5% | +50.5% | -13.1% | +6.0% |
| 5Y | +46.5% | +17.4% | +29.1% | +28.8% |
| 10Y | +86.4% | +164.9% | -78.5% | +25.2% |
| All | +86.4% | +164.2% | -77.8% | +25.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling