+134.0%
F vs SSNC
+1,082.2%
-948.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +4.6% | +6.0% | -1.5% | +1.7% |
| 3M | -3.7% | +21.0% | -24.6% | -12.6% |
| 6M | +16.8% | +12.1% | +4.7% | +9.3% |
| YTD | +15.3% | -3.2% | +18.5% | +15.1% |
| 1Y | +31.0% | -4.4% | +35.4% | +31.4% |
| 3Y | +45.4% | +51.6% | -6.2% | +16.2% |
| 5Y | +54.7% | +21.1% | +33.6% | +37.4% |
| 10Y | +98.2% | +177.7% | -79.5% | +22.0% |
| All | +134.0% | +1,082.2% | -948.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling