+144.6%
IBM vs SSNC
+5.6%
+139.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -4.5% | +2.0% | -0.5% |
| 30D | +8.4% | -3.9% | +12.2% | +10.0% |
| 3M | +4.5% | -1.3% | +5.8% | +4.7% |
| 6M | +7.9% | +14.1% | -6.3% | +1.4% |
| YTD | -15.2% | -9.9% | -5.3% | -12.6% |
| 1Y | -17.6% | -6.2% | -11.4% | -16.3% |
| 3Y | +82.1% | +56.1% | +26.0% | +56.0% |
| All | +144.6% | +5.6% | +139.0% | +126.9% |
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