+436.0%
META vs SSNC
+174.0%
+262.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | +3.3% | -2.5% | +5.8% | +4.7% |
| 30D | -10.8% | -2.7% | -8.0% | -9.9% |
| 3M | +7.9% | -0.8% | +8.7% | +7.6% |
| 6M | +5.4% | +15.5% | -10.1% | -4.2% |
| YTD | -2.6% | -8.8% | +6.2% | +0.1% |
| 1Y | +1.9% | -5.8% | +7.7% | +2.8% |
| 3Y | +97.0% | +55.7% | +41.3% | +46.5% |
| 5Y | +97.6% | +6.7% | +91.0% | +81.6% |
| 10Y | +436.0% | +184.0% | +252.0% | +213.9% |
| All | +436.0% | +174.0% | +262.0% | +213.9% |
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