+89.2%
IT vs SSNC
+184.6%
-95.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +2.3% | -1.2% | -0.4% |
| 30D | -1.8% | -3.1% | +1.3% | +0.3% |
| 3M | +4.8% | -2.7% | +7.6% | +7.3% |
| 6M | +33.0% | +23.7% | +9.3% | +17.8% |
| YTD | -23.8% | -8.0% | -15.8% | -18.2% |
| 1Y | -16.5% | -4.7% | -11.8% | -12.3% |
| 3Y | -53.6% | +58.0% | -111.6% | -64.4% |
| 5Y | -42.1% | +8.0% | -50.1% | -44.9% |
| All | +89.2% | +184.6% | -95.4% | +24.1% |
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 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