+47.1%
GM vs SSNC
-8.1%
+55.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -2.4% | -4.0% | +1.6% | -1.5% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | +6.1% | +18.9% | -12.8% | +2.2% |
| 6M | +15.0% | +10.8% | +4.1% | +13.1% |
| YTD | +6.0% | -7.1% | +13.1% | +12.6% |
| 1Y | +47.1% | -9.6% | +56.7% | +52.1% |
| All | +47.1% | -8.1% | +55.2% | +52.1% |
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 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