+1,119.8%
JPM vs SSNC
+1,082.2%
+37.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | +0.3% | +0.6% | -0.4% | 0.0% |
| 30D | -0.2% | +6.0% | -6.2% | -2.8% |
| 3M | +15.9% | +21.0% | -5.1% | +5.8% |
| 6M | +20.9% | +12.1% | +8.9% | +13.8% |
| YTD | +12.9% | -3.2% | +16.1% | +12.9% |
| 1Y | +20.3% | -4.4% | +24.7% | +20.6% |
| 3Y | +160.9% | +51.6% | +109.3% | +111.3% |
| 5Y | +154.8% | +21.1% | +133.7% | +124.7% |
| 10Y | +591.1% | +177.7% | +413.4% | +315.2% |
| All | +1,119.8% | +1,082.2% | +37.6% | +277.4% |
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