+154.6%
JPM vs SSNC
+14.9%
+139.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.3% | -6.7% | +4.4% | +0.6% |
| 30D | -2.3% | -0.8% | -1.5% | -2.1% |
| 3M | +14.9% | +16.1% | -1.2% | +6.7% |
| 6M | +23.6% | +7.9% | +15.7% | +18.4% |
| YTD | +11.3% | -8.7% | +20.0% | +15.0% |
| 1Y | +19.9% | -9.5% | +29.4% | +24.2% |
| 3Y | +162.6% | +47.7% | +114.9% | +111.2% |
| 5Y | +154.6% | +17.6% | +137.0% | +118.3% |
| All | +154.6% | +14.9% | +139.7% | +118.3% |
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