-22.8%
LYB vs SSNC
+49.3%
-72.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.4% |
| 7D | +0.3% | -4.0% | +4.3% | +1.2% |
| 30D | +2.5% | +0.5% | +1.9% | +2.2% |
| 3M | +1.4% | +18.9% | -17.5% | -3.5% |
| 6M | -3.5% | +10.8% | -14.3% | -6.4% |
| YTD | +52.0% | -7.1% | +59.1% | +59.1% |
| 1Y | +22.1% | -9.6% | +31.7% | +29.7% |
| 3Y | -22.8% | +51.1% | -73.8% | -35.5% |
| All | -22.8% | +49.3% | -72.0% | -35.5% |
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 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