+2,307.5%
GOOGL vs SSNC
+1,082.2%
+1,225.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -6.6% | +6.0% | -12.6% | -8.8% |
| 3M | -8.9% | +21.0% | -29.9% | -16.2% |
| 6M | +11.9% | +12.1% | -0.2% | +6.0% |
| YTD | +8.3% | -3.2% | +11.6% | +8.5% |
| 1Y | +46.2% | -4.4% | +50.6% | +46.7% |
| 3Y | +151.9% | +51.6% | +100.2% | +105.5% |
| 5Y | +137.7% | +21.1% | +116.6% | +111.6% |
| 10Y | +757.6% | +177.7% | +579.9% | +452.2% |
| All | +2,307.5% | +1,082.2% | +1,225.3% | +858.3% |
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