+254.6%
IBM vs SSNC
+1,021.7%
-767.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +6.8% | -2.6% | +9.4% | +7.5% |
| 3M | +4.4% | -0.6% | +5.0% | +4.4% |
| 6M | +13.2% | +19.9% | -6.7% | +6.4% |
| YTD | -15.1% | -8.2% | -7.0% | -12.9% |
| 1Y | -20.2% | -5.5% | -14.6% | -18.8% |
| 3Y | +79.3% | +56.8% | +22.5% | +54.8% |
| 5Y | +147.5% | +7.8% | +139.7% | +135.9% |
| 10Y | +140.2% | +183.3% | -43.2% | +69.4% |
| All | +254.6% | +1,021.7% | -767.1% | +69.6% |
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 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