+395.5%
GEN vs SSNC
+1,021.7%
-626.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -3.0% | +1.4% | -4.3% | -3.4% |
| 30D | +24.7% | -2.6% | +27.3% | +25.8% |
| 3M | +4.1% | -0.6% | +4.7% | +4.4% |
| 6M | +36.0% | +19.9% | +16.1% | +27.2% |
| YTD | +10.9% | -8.2% | +19.0% | +13.9% |
| 1Y | +12.2% | -5.5% | +17.7% | +14.1% |
| 3Y | +63.3% | +56.8% | +6.5% | +39.4% |
| 5Y | +29.0% | +7.8% | +21.2% | +23.3% |
| 10Y | +147.5% | +183.3% | -35.9% | +67.8% |
| All | +395.5% | +1,021.7% | -626.2% | +102.5% |
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 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