+1,072.3%
NI vs SSNC
+1,037.0%
+35.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +2.2% |
| 7D | +2.3% | -1.8% | +4.1% | +2.7% |
| 30D | -1.7% | +1.9% | -3.6% | -2.2% |
| 3M | -8.0% | +18.4% | -26.4% | -12.1% |
| 6M | -8.6% | +7.0% | -15.6% | -10.7% |
| YTD | +2.3% | -6.9% | +9.3% | +3.2% |
| 1Y | +6.9% | -8.2% | +15.1% | +8.1% |
| 3Y | +70.6% | +50.5% | +20.0% | +50.9% |
| 5Y | +96.4% | +17.4% | +79.0% | +82.3% |
| 10Y | +136.1% | +164.9% | -28.8% | +75.4% |
| All | +1,072.3% | +1,037.0% | +35.4% | +472.4% |
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