+764.0%
IT vs SSNC
+1,023.6%
-259.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +2.3% | -1.2% | -0.1% |
| 30D | -1.8% | -3.1% | +1.3% | -0.1% |
| 3M | +4.8% | -2.7% | +7.6% | +6.9% |
| 6M | +33.0% | +23.7% | +9.3% | +20.8% |
| YTD | -23.8% | -8.0% | -15.8% | -19.1% |
| 1Y | -16.5% | -4.7% | -11.8% | -12.9% |
| 3Y | -53.6% | +58.0% | -111.6% | -62.3% |
| 5Y | -42.1% | +8.0% | -50.1% | -44.1% |
| 10Y | +90.1% | +183.8% | -93.7% | +24.0% |
| All | +764.0% | +1,023.6% | -259.6% | +234.0% |
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