+250.5%
NEM vs SSNC
+47.5%
+202.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +3.1% | -3.9% | +6.9% | +3.7% |
| 30D | +10.0% | -0.2% | +10.2% | +10.1% |
| 3M | +30.9% | +15.9% | +15.0% | +27.2% |
| 6M | +10.5% | +7.5% | +3.1% | +9.3% |
| YTD | +29.7% | -8.2% | +38.0% | +34.3% |
| 1Y | +71.1% | -9.3% | +80.5% | +78.3% |
| All | +250.5% | +47.5% | +202.9% | +175.8% |
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 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