+67.2%
F vs SSNC
+184.2%
-117.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | +1.4% | -5.2% | -4.6% |
| 30D | -0.5% | -2.6% | +2.2% | +0.7% |
| 3M | -12.9% | -0.6% | -12.3% | -12.9% |
| 6M | +1.5% | +19.9% | -18.3% | -9.4% |
| YTD | -5.0% | -8.2% | +3.2% | -2.6% |
| 1Y | -7.3% | -5.5% | -1.8% | -6.6% |
| 3Y | +45.3% | +56.8% | -11.5% | +8.9% |
| 5Y | -15.8% | +7.8% | -23.6% | -23.1% |
| All | +67.2% | +184.2% | -117.0% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling