+432.0%
GE vs SSNC
+1,082.2%
-650.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.6% | +6.0% | -17.6% | -13.9% |
| 3M | +3.0% | +21.0% | -18.0% | -5.7% |
| 6M | -0.5% | +12.1% | -12.6% | -6.2% |
| YTD | +9.7% | -3.2% | +13.0% | +9.5% |
| 1Y | +20.0% | -4.4% | +24.4% | +20.0% |
| 3Y | +275.8% | +51.6% | +224.2% | +206.2% |
| 5Y | +429.1% | +21.1% | +408.0% | +370.4% |
| 10Y | +151.2% | +177.7% | -26.5% | +61.9% |
| All | +432.0% | +1,082.2% | -650.2% | +95.1% |
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 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