+52.3%
GM vs SSNC
-3.0%
+55.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -1.6% | +6.0% | -7.6% | -2.9% |
| 3M | +5.7% | +21.0% | -15.3% | +1.3% |
| 6M | +12.2% | +12.1% | +0.1% | +10.2% |
| YTD | +8.4% | -3.2% | +11.6% | +14.2% |
| 1Y | +52.3% | -4.4% | +56.7% | +57.9% |
| All | +52.3% | -3.0% | +55.3% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling