+58.9%
NOC vs SSNC
+14.9%
+44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.8% | -6.7% | +5.0% | -1.0% |
| 30D | -9.4% | -0.8% | -8.6% | -9.4% |
| 3M | -3.8% | +16.1% | -19.9% | -5.6% |
| 6M | -28.8% | +7.9% | -36.7% | -29.6% |
| YTD | -7.9% | -8.7% | +0.8% | -7.4% |
| 1Y | -9.0% | -9.5% | +0.4% | -8.6% |
| 3Y | +29.1% | +47.7% | -18.6% | +22.2% |
| 5Y | +58.9% | +17.6% | +41.3% | +44.7% |
| All | +58.9% | +14.9% | +44.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling