-2.5%
IBM vs SSNC
-3.0%
+0.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.9% |
| 7D | -0.3% | +0.6% | -0.9% | -0.8% |
| 30D | +0.3% | +6.0% | -5.8% | -4.0% |
| 3M | -21.6% | +21.0% | -42.6% | -31.8% |
| 6M | -4.7% | +12.1% | -16.8% | -12.4% |
| YTD | -19.1% | -3.2% | -15.9% | -19.6% |
| 1Y | -2.5% | -4.4% | +1.9% | -4.3% |
| All | -2.5% | -3.0% | +0.5% | -4.3% |
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 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