+86.4%
META vs SSNC
+7.5%
+78.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.2% | +2.3% | +2.9% | +3.7% |
| 30D | -13.0% | -3.1% | -9.9% | -11.9% |
| 3M | +7.9% | -2.7% | +10.7% | +8.8% |
| 6M | +4.2% | +23.7% | -19.4% | -11.3% |
| YTD | -2.5% | -8.0% | +5.5% | +1.0% |
| 1Y | +5.6% | -4.7% | +10.3% | +6.4% |
| 3Y | +96.8% | +58.0% | +38.8% | +23.8% |
| All | +86.4% | +7.5% | +78.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling