+87.9%
M vs SSNC
+998.3%
-910.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.2% |
| 7D | -4.3% | -3.3% | -0.9% | -2.7% |
| 30D | +1.3% | -1.3% | +2.5% | +1.6% |
| 3M | -7.4% | -2.3% | -5.1% | -6.6% |
| 6M | +18.3% | +12.6% | +5.7% | +10.6% |
| YTD | +7.6% | -10.1% | +17.7% | +11.1% |
| 1Y | +17.4% | -6.6% | +24.0% | +19.0% |
| 3Y | +108.4% | +54.0% | +54.4% | +65.5% |
| 5Y | -10.6% | +7.0% | -17.6% | -15.5% |
| 10Y | -3.2% | +176.7% | -179.9% | -35.7% |
| All | +87.9% | +998.3% | -910.3% | -25.2% |
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 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