+166.0%
JCI vs SSNC
+47.5%
+118.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +4.1% | -3.9% | +8.0% | +5.2% |
| 30D | -3.8% | -0.2% | -3.7% | -3.9% |
| 3M | -1.6% | +15.9% | -17.6% | -6.5% |
| 6M | +9.5% | +7.5% | +2.1% | +7.2% |
| YTD | +21.7% | -8.2% | +29.9% | +28.5% |
| 1Y | +37.1% | -9.3% | +46.5% | +45.5% |
| All | +166.0% | +47.5% | +118.5% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling