+95.0%
JCI vs SSNC
+7.5%
+87.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +3.2% | +2.3% | +0.9% | +2.2% |
| 30D | -8.6% | -3.1% | -5.5% | -7.9% |
| 3M | -7.7% | -2.7% | -5.0% | -7.4% |
| 6M | -2.6% | +23.7% | -26.3% | -13.5% |
| YTD | +17.4% | -8.0% | +25.4% | +20.8% |
| 1Y | +16.9% | -4.7% | +21.6% | +17.6% |
| 3Y | +186.7% | +58.0% | +128.8% | +108.2% |
| All | +95.0% | +7.5% | +87.5% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling