+81.0%
F vs SSNC
+177.4%
-96.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.6% | -4.5% | +3.9% | +1.8% |
| 30D | +2.9% | -3.9% | +6.8% | +4.8% |
| 3M | -9.5% | -1.3% | -8.1% | -9.1% |
| 6M | +4.0% | +14.1% | -10.1% | -4.6% |
| YTD | -1.3% | -9.9% | +8.6% | +2.3% |
| 1Y | -1.9% | -6.2% | +4.3% | -0.8% |
| 3Y | +53.5% | +56.1% | -2.6% | +15.4% |
| 5Y | -15.1% | +5.4% | -20.5% | -21.6% |
| 10Y | +81.0% | +172.3% | -91.3% | +24.1% |
| All | +81.0% | +177.4% | -96.5% | +24.1% |
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