+136.0%
GOOG vs SSNC
+19.2%
+116.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | 0.0% | -4.0% | +4.1% | +2.0% |
| 30D | -2.0% | +0.5% | -2.5% | -2.3% |
| 3M | -5.9% | +18.9% | -24.8% | -13.8% |
| 6M | +8.9% | +10.8% | -1.9% | +3.0% |
| YTD | +7.1% | -7.1% | +14.3% | +10.4% |
| 1Y | +39.7% | -9.6% | +49.3% | +45.7% |
| 3Y | +145.8% | +51.1% | +94.8% | +82.3% |
| All | +136.0% | +19.2% | +116.8% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling