+24.6%
NOC vs SSNC
+58.0%
-33.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.8% | +2.3% | +2.5% | +4.5% |
| 30D | +11.0% | -3.1% | +14.2% | +11.5% |
| 3M | -3.8% | -2.7% | -1.0% | -3.5% |
| 6M | +0.6% | +23.7% | -23.0% | -2.3% |
| YTD | -2.3% | -8.0% | +5.7% | -1.9% |
| 1Y | +0.3% | -4.7% | +5.0% | 0.0% |
| 3Y | +24.6% | +58.0% | -33.4% | +10.3% |
| All | +24.6% | +58.0% | -33.4% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling