+422.9%
GE vs SSNC
+1,021.7%
-598.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +5.1% | +1.4% | +3.8% | +4.5% |
| 30D | +7.6% | -2.6% | +10.2% | +8.5% |
| 3M | -9.3% | -0.6% | -8.7% | -9.5% |
| 6M | +11.5% | +19.9% | -8.3% | +2.1% |
| YTD | +7.9% | -8.2% | +16.0% | +9.6% |
| 1Y | +7.6% | -5.5% | +13.2% | +8.0% |
| 3Y | +265.9% | +56.8% | +209.1% | +192.7% |
| 5Y | +405.9% | +7.8% | +398.1% | +370.5% |
| 10Y | +149.6% | +183.3% | -33.8% | +60.4% |
| All | +422.9% | +1,021.7% | -598.8% | +95.4% |
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 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