+150.9%
NKE vs SSNC
+1,015.4%
-864.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -5.5% | -6.7% | +1.2% | -2.9% |
| 30D | -10.4% | -0.8% | -9.6% | -10.1% |
| 3M | -15.8% | +16.1% | -31.9% | -20.9% |
| 6M | -33.4% | +7.9% | -41.4% | -35.8% |
| YTD | -41.0% | -8.7% | -32.3% | -39.4% |
| 1Y | -49.1% | -9.5% | -39.6% | -47.6% |
| 3Y | -59.8% | +47.7% | -107.5% | -66.2% |
| 5Y | -75.5% | +17.6% | -93.1% | -77.6% |
| 10Y | -23.5% | +167.7% | -191.2% | -47.7% |
| All | +150.9% | +1,015.4% | -864.4% | +11.1% |
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