+60.7%
NEM vs SSNC
-8.1%
+68.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.8% |
| 7D | -1.0% | -4.0% | +3.0% | -1.6% |
| 30D | +7.8% | +0.5% | +7.3% | +8.1% |
| 3M | +30.2% | +18.9% | +11.3% | +34.4% |
| 6M | +9.6% | +10.8% | -1.2% | +12.3% |
| YTD | +27.8% | -7.1% | +35.0% | +25.9% |
| 1Y | +60.7% | -9.6% | +70.3% | +71.6% |
| All | +60.7% | -8.1% | +68.8% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling