+40.2%
IR vs SSNC
+5.9%
+34.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +3.7% | -3.3% | +7.0% | +5.6% |
| 30D | +7.4% | -1.3% | +8.7% | +7.5% |
| 3M | -5.9% | -2.3% | -3.6% | -5.5% |
| 6M | +5.6% | +12.6% | -7.1% | -2.8% |
| YTD | +4.8% | -10.1% | +14.9% | +9.5% |
| 1Y | +6.9% | -6.6% | +13.5% | +8.9% |
| 3Y | +27.6% | +54.0% | -26.4% | -9.0% |
| All | +40.2% | +5.9% | +34.3% | +30.5% |
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 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