-54.0%
IT vs SSNC
+57.7%
-111.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -3.7% | +1.4% | -5.0% | -4.8% |
| 30D | -3.1% | -2.6% | -0.5% | -0.9% |
| 3M | +6.3% | -0.6% | +6.9% | +7.5% |
| 6M | +24.8% | +19.9% | +4.9% | +9.6% |
| YTD | -24.4% | -8.2% | -16.2% | -19.3% |
| 1Y | -17.1% | -5.5% | -11.5% | -13.0% |
| All | -54.0% | +57.7% | -111.7% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling