+296.8%
ITOT vs SSNC
+173.6%
+123.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -0.9% | -4.0% | +3.1% | +0.8% |
| 30D | -1.5% | +0.5% | -2.0% | -1.8% |
| 3M | +3.6% | +18.9% | -15.4% | -4.6% |
| 6M | +13.7% | +10.8% | +2.9% | +7.6% |
| YTD | +12.9% | -7.1% | +20.1% | +15.0% |
| 1Y | +17.2% | -9.6% | +26.8% | +20.5% |
| 3Y | +75.6% | +51.1% | +24.6% | +41.6% |
| 5Y | +75.5% | +19.7% | +55.8% | +55.0% |
| All | +296.8% | +173.6% | +123.2% | +164.5% |
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