+448.2%
NFLX vs SSNC
+184.6%
+263.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.0% | +2.3% | -4.3% | -3.2% |
| 30D | -11.9% | -3.1% | -8.8% | -10.7% |
| 3M | -20.6% | -2.7% | -17.8% | -19.6% |
| 6M | -29.0% | +23.7% | -52.7% | -37.0% |
| YTD | -33.7% | -8.0% | -25.7% | -31.7% |
| 1Y | -46.2% | -4.7% | -41.5% | -45.6% |
| 3Y | +39.8% | +58.0% | -18.2% | +4.1% |
| 5Y | -9.0% | +8.0% | -16.9% | -16.9% |
| All | +448.2% | +184.6% | +263.5% | +220.0% |
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