+144.5%
IBM vs SSNC
+162.7%
-18.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.9% |
| 7D | +3.6% | -3.9% | +7.4% | +5.2% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | -12.9% | +15.9% | -28.8% | -18.0% |
| 6M | -3.9% | +7.5% | -11.4% | -6.8% |
| YTD | -17.3% | -8.2% | -9.1% | -14.8% |
| 1Y | -5.0% | -9.3% | +4.3% | -1.7% |
| 3Y | +78.2% | +48.5% | +29.8% | +52.8% |
| 5Y | +120.6% | +16.0% | +104.6% | +102.6% |
| 10Y | +144.5% | +169.2% | -24.7% | +74.6% |
| All | +144.5% | +162.7% | -18.2% | +74.6% |
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