+153.1%
JPM vs SSNC
+58.0%
+95.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +2.3% | +1.2% | +2.7% |
| 30D | +3.3% | -3.1% | +6.4% | +4.2% |
| 3M | -4.2% | -2.7% | -1.4% | -3.5% |
| 6M | +16.4% | +23.7% | -7.3% | +6.0% |
| YTD | +9.5% | -8.0% | +17.5% | +13.2% |
| 1Y | +14.0% | -4.7% | +18.7% | +15.7% |
| 3Y | +153.1% | +58.0% | +95.1% | +120.9% |
| All | +153.1% | +58.0% | +95.1% | +120.9% |
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