+1,511.3%
META vs SSNC
+644.9%
+866.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -0.8% | -3.3% | +2.5% | +0.8% |
| 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% | -7.3% |
| YTD | -7.3% | -10.1% | +2.8% | -4.4% |
| 1Y | -1.1% | -6.6% | +5.5% | +0.1% |
| 3Y | +95.1% | +54.0% | +41.1% | +51.8% |
| 5Y | +80.6% | +7.0% | +73.6% | +68.5% |
| 10Y | +410.1% | +176.7% | +233.4% | +214.1% |
| All | +1,511.3% | +644.9% | +866.4% | +695.7% |
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 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