+47.6%
F vs SSNC
+56.7%
-9.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.9% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +4.6% | +6.0% | -1.5% | +2.0% |
| 3M | -3.7% | +21.0% | -24.6% | -11.5% |
| 6M | +16.8% | +12.1% | +4.7% | +11.4% |
| YTD | +15.3% | -3.2% | +18.5% | +19.3% |
| 1Y | +31.0% | -4.4% | +35.4% | +36.2% |
| All | +47.6% | +56.7% | -9.1% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling