-42.5%
IT vs SSNC
+7.9%
-50.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.7% | +1.4% | -5.0% | -4.7% |
| 30D | -3.1% | -2.6% | -0.5% | -1.0% |
| 3M | +6.3% | -0.6% | +6.9% | +7.5% |
| 6M | +24.8% | +19.9% | +4.9% | +10.7% |
| YTD | -24.4% | -8.2% | -16.2% | -18.6% |
| 1Y | -17.1% | -5.5% | -11.5% | -12.4% |
| 3Y | -53.6% | +56.8% | -110.4% | -65.4% |
| 5Y | -42.5% | +7.8% | -50.3% | -41.2% |
| All | -42.5% | +7.9% | -50.4% | -41.2% |
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