+189.8%
NOC vs SSNC
+173.6%
+16.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +0.8% | -4.0% | +4.8% | +1.6% |
| 30D | -9.7% | +0.5% | -10.2% | -9.8% |
| 3M | -5.6% | +18.9% | -24.6% | -9.3% |
| 6M | -28.6% | +10.8% | -39.4% | -30.4% |
| YTD | -7.9% | -7.1% | -0.7% | -7.0% |
| 1Y | -9.5% | -9.6% | +0.1% | -8.3% |
| 3Y | +28.4% | +51.1% | -22.7% | +14.4% |
| 5Y | +59.0% | +19.7% | +39.3% | +47.2% |
| All | +189.8% | +173.6% | +16.3% | +124.0% |
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