+291.3%
IR vs SSNC
+150.4%
+140.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.9% |
| 7D | -2.8% | +0.6% | -3.5% | -3.2% |
| 30D | -15.1% | +6.0% | -21.2% | -17.8% |
| 3M | +6.1% | +21.0% | -14.9% | -4.9% |
| 6M | -16.8% | +12.1% | -28.9% | -22.6% |
| YTD | -3.5% | -3.2% | -0.3% | -3.6% |
| 1Y | -3.5% | -4.4% | +0.9% | -3.1% |
| 3Y | +9.5% | +51.6% | -42.1% | -15.5% |
| 5Y | +45.1% | +21.1% | +24.0% | +25.0% |
| All | +291.3% | +150.4% | +140.9% | +179.1% |
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