+143.6%
IBM vs SSNC
+186.8%
-43.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -1.7% | -0.2% | -1.6% | -1.6% |
| 30D | +10.1% | -1.9% | +12.0% | +10.7% |
| 3M | +4.8% | -0.2% | +5.0% | +4.6% |
| 6M | +12.6% | +19.4% | -6.8% | +4.6% |
| YTD | -13.9% | -8.1% | -5.8% | -11.4% |
| 1Y | -18.7% | -5.3% | -13.4% | -17.3% |
| 3Y | +81.9% | +56.9% | +25.0% | +52.4% |
| 5Y | +148.3% | +8.0% | +140.3% | +134.1% |
| 10Y | +143.6% | +183.6% | -40.0% | +72.2% |
| All | +143.6% | +186.8% | -43.2% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling