+27.7%
JCI vs SSNC
-3.9%
+31.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.6% | -6.6% |
| 7D | -10.7% | -1.1% | -9.5% | -10.9% |
| 30D | -10.4% | +0.6% | -11.0% | -10.3% |
| 3M | -8.3% | -1.5% | -6.8% | -8.4% |
| 6M | -2.1% | +15.8% | -18.0% | +1.4% |
| YTD | +18.4% | -8.0% | +26.3% | +21.8% |
| 1Y | +27.7% | -5.8% | +33.5% | +30.6% |
| All | +27.7% | -3.9% | +31.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling