+365.6%
NDAQ vs SSNC
+169.0%
+196.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -6.8% | -6.7% | 0.0% | -3.9% |
| 30D | -3.2% | -0.8% | -2.4% | -2.8% |
| 3M | +6.5% | +16.1% | -9.6% | -0.4% |
| 6M | +5.7% | +7.9% | -2.2% | +1.8% |
| YTD | -4.6% | -8.7% | +4.1% | -1.3% |
| 1Y | -1.6% | -9.5% | +7.9% | +2.1% |
| 3Y | +86.4% | +47.7% | +38.8% | +57.3% |
| 5Y | +50.3% | +17.6% | +32.7% | +36.9% |
| All | +365.6% | +169.0% | +196.7% | +232.0% |
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