+1,016.8%
JCI vs SSNC
+1,023.6%
-6.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +3.2% | +2.3% | +0.9% | +2.3% |
| 30D | -8.6% | -3.1% | -5.5% | -7.9% |
| 3M | -7.7% | -2.7% | -5.0% | -7.3% |
| 6M | -2.6% | +23.7% | -26.3% | -11.4% |
| YTD | +17.4% | -8.0% | +25.4% | +18.4% |
| 1Y | +16.9% | -4.7% | +21.6% | +16.2% |
| 3Y | +186.7% | +58.0% | +128.8% | +133.7% |
| 5Y | +95.4% | +8.0% | +87.4% | +81.9% |
| 10Y | +292.7% | +183.8% | +108.9% | +156.1% |
| All | +1,016.8% | +1,023.6% | -6.7% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling