+404.3%
META vs SSNC
+172.0%
+232.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -0.8% | -3.3% | +2.5% | +1.0% |
| 30D | -15.4% | -1.3% | -14.2% | -15.3% |
| 3M | +3.5% | -2.3% | +5.8% | +4.1% |
| 6M | -0.3% | +12.6% | -12.9% | -8.1% |
| YTD | -7.3% | -10.1% | +2.8% | -4.0% |
| 1Y | -1.1% | -6.6% | +5.5% | +0.2% |
| 3Y | +95.1% | +54.0% | +41.1% | +45.9% |
| 5Y | +80.6% | +7.0% | +73.6% | +65.8% |
| All | +404.3% | +172.0% | +232.3% | +202.3% |
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 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