+215.9%
NEM vs SSNC
+1,023.6%
-807.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.4% | +2.3% | -8.7% | -6.7% |
| 30D | +1.4% | -3.1% | +4.5% | +1.8% |
| 3M | -0.7% | -2.7% | +2.0% | -0.4% |
| 6M | -4.5% | +23.7% | -28.2% | -7.3% |
| YTD | +14.0% | -8.0% | +22.1% | +14.7% |
| 1Y | +27.3% | -4.7% | +32.0% | +27.4% |
| 3Y | +250.5% | +58.0% | +192.5% | +227.3% |
| 5Y | +121.1% | +8.0% | +113.1% | +113.3% |
| 10Y | +358.3% | +183.8% | +174.5% | +296.1% |
| All | +215.9% | +1,023.6% | -807.6% | +135.4% |
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