+16.9%
JD vs SSNC
+162.7%
-145.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | -3.0% | -3.9% | +0.9% | -1.2% |
| 30D | -19.3% | -0.2% | -19.2% | -19.4% |
| 3M | -6.0% | +15.9% | -21.9% | -13.0% |
| 6M | +1.8% | +7.5% | -5.7% | -2.9% |
| YTD | -2.6% | -8.2% | +5.6% | -0.1% |
| 1Y | -17.4% | -9.3% | -8.1% | -15.1% |
| 3Y | -8.6% | +48.5% | -57.1% | -28.4% |
| 5Y | -61.6% | +16.0% | -77.6% | -66.3% |
| 10Y | +16.9% | +169.2% | -152.3% | -31.8% |
| All | +16.9% | +162.7% | -145.8% | -31.8% |
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