+138.3%
GOOGL vs SSNC
+14.9%
+123.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.8% | -6.7% | +3.9% | +0.4% |
| 30D | -3.2% | -0.8% | -2.4% | -2.9% |
| 3M | -6.6% | +16.1% | -22.7% | -13.4% |
| 6M | +8.5% | +7.9% | +0.5% | +4.0% |
| YTD | +6.5% | -8.7% | +15.2% | +10.6% |
| 1Y | +39.4% | -9.5% | +48.9% | +45.0% |
| 3Y | +146.2% | +47.7% | +98.5% | +85.6% |
| 5Y | +138.3% | +17.6% | +120.7% | +109.1% |
| All | +138.3% | +14.9% | +123.4% | +109.1% |
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 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