-6.1%
M vs SSNC
+162.7%
-168.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.3% |
| 7D | -4.1% | -3.9% | -0.2% | -1.7% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | -2.3% | +15.9% | -18.2% | -11.6% |
| 6M | +21.9% | +7.5% | +14.5% | +14.8% |
| YTD | -0.6% | -8.2% | +7.6% | +2.6% |
| 1Y | +29.7% | -9.3% | +39.1% | +34.7% |
| 3Y | +107.3% | +48.5% | +58.8% | +55.5% |
| 5Y | +20.5% | +16.0% | +4.5% | +5.9% |
| 10Y | -6.1% | +169.2% | -175.2% | -37.2% |
| All | -6.1% | +162.7% | -168.8% | -37.2% |
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