+330.8%
JCI vs SSNC
+169.0%
+161.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +0.4% | -6.7% | +7.2% | +3.3% |
| 30D | -7.7% | -0.8% | -6.9% | -7.6% |
| 3M | +2.8% | +16.1% | -13.3% | -4.4% |
| 6M | +7.2% | +7.9% | -0.7% | +2.3% |
| YTD | +20.0% | -8.7% | +28.7% | +22.4% |
| 1Y | +33.3% | -9.5% | +42.7% | +36.2% |
| 3Y | +161.3% | +47.7% | +113.6% | +113.0% |
| 5Y | +108.8% | +17.6% | +91.1% | +85.7% |
| All | +330.8% | +169.0% | +161.8% | +189.0% |
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 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