+2,246.8%
GOOG vs SSNC
+1,021.3%
+1,225.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -1.6% | -3.9% | +2.3% | 0.0% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | -9.3% | +15.9% | -25.2% | -15.1% |
| 6M | +7.4% | +7.5% | 0.0% | +3.5% |
| YTD | +4.9% | -8.2% | +13.1% | +7.2% |
| 1Y | +37.2% | -9.3% | +46.6% | +40.7% |
| 3Y | +141.6% | +48.5% | +93.2% | +98.7% |
| 5Y | +128.8% | +16.0% | +112.7% | +107.2% |
| 10Y | +772.7% | +169.2% | +603.6% | +469.9% |
| All | +2,246.8% | +1,021.3% | +1,225.5% | +852.8% |
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