+254.9%
NEM vs SSNC
+1,037.0%
-782.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.3% |
| 7D | +3.9% | -1.8% | +5.6% | +4.1% |
| 30D | +12.7% | +1.9% | +10.8% | +12.5% |
| 3M | +28.7% | +18.4% | +10.3% | +25.6% |
| 6M | +9.8% | +7.0% | +2.8% | +8.5% |
| YTD | +28.1% | -6.9% | +35.0% | +28.8% |
| 1Y | +69.3% | -8.2% | +77.5% | +70.4% |
| 3Y | +247.7% | +50.5% | +197.1% | +226.7% |
| 5Y | +153.4% | +17.4% | +136.0% | +142.2% |
| 10Y | +291.3% | +164.9% | +126.3% | +239.9% |
| All | +254.9% | +1,037.0% | -782.1% | +164.2% |
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