+104.2%
M vs SSNC
+1,013.9%
-909.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +5.0% | -2.5% | +7.6% | +6.3% |
| 30D | +10.6% | -2.7% | +13.4% | +11.9% |
| 3M | +1.6% | -0.8% | +2.4% | +1.7% |
| 6M | +30.8% | +15.5% | +15.3% | +20.8% |
| YTD | +16.9% | -8.8% | +25.7% | +19.9% |
| 1Y | +26.3% | -5.8% | +32.1% | +27.6% |
| 3Y | +158.6% | +55.7% | +102.9% | +104.2% |
| 5Y | +2.1% | +6.7% | -4.6% | -3.5% |
| 10Y | -4.3% | +184.0% | -188.4% | -37.0% |
| All | +104.2% | +1,013.9% | -909.7% | -19.3% |
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 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