+676.0%
IT vs SSNC
+1,037.0%
-360.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.8% | -3.6% | -5.4% |
| 7D | -9.1% | -1.8% | -7.3% | -8.1% |
| 30D | -7.0% | +1.9% | -8.9% | -7.7% |
| 3M | +7.6% | +18.4% | -10.8% | -0.5% |
| 6M | +2.1% | +7.0% | -4.8% | -0.5% |
| YTD | -31.6% | -6.9% | -24.7% | -28.0% |
| 1Y | -29.9% | -8.2% | -21.8% | -25.9% |
| 3Y | -51.3% | +50.5% | -101.8% | -59.5% |
| 5Y | -44.8% | +17.4% | -62.2% | -48.8% |
| 10Y | +91.4% | +164.9% | -73.6% | +27.0% |
| All | +676.0% | +1,037.0% | -360.9% | +197.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling