+78.9%
INFY vs SSNC
+173.6%
-94.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | -5.4% | -4.0% | -1.3% | -3.6% |
| 30D | -9.9% | +0.5% | -10.4% | -10.0% |
| 3M | -4.6% | +18.9% | -23.5% | -11.4% |
| 6M | -18.5% | +10.8% | -29.3% | -22.0% |
| YTD | -36.5% | -7.1% | -29.4% | -34.7% |
| 1Y | -32.8% | -9.6% | -23.1% | -30.1% |
| 3Y | -32.2% | +51.1% | -83.3% | -43.7% |
| 5Y | -44.7% | +19.7% | -64.3% | -50.1% |
| All | +78.9% | +173.6% | -94.7% | +21.5% |
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