+590.9%
JPM vs SSNC
+173.6%
+417.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | 0.0% |
| 7D | -0.7% | -4.0% | +3.4% | +1.2% |
| 30D | -2.5% | +0.5% | -3.0% | -2.8% |
| 3M | +14.1% | +18.9% | -4.8% | +4.3% |
| 6M | +25.1% | +10.8% | +14.3% | +17.8% |
| YTD | +12.1% | -7.1% | +19.3% | +14.4% |
| 1Y | +18.8% | -9.6% | +28.4% | +22.6% |
| 3Y | +163.4% | +51.1% | +112.4% | +109.2% |
| 5Y | +156.5% | +19.7% | +136.9% | +124.5% |
| All | +590.9% | +173.6% | +417.3% | +364.5% |
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