+107.3%
META vs SSNC
+52.6%
+54.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +4.8% | +6.0% | -1.3% | +2.5% |
| 3M | -1.6% | +21.0% | -22.6% | -8.7% |
| 6M | -7.5% | +12.1% | -19.6% | -11.6% |
| YTD | -6.4% | -3.2% | -3.2% | -5.0% |
| 1Y | -17.3% | -4.4% | -13.0% | -15.7% |
| All | +107.3% | +52.6% | +54.7% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling