+138.6%
NOK vs SSNC
+173.6%
-35.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | +11.0% | -4.0% | +15.0% | +12.5% |
| 30D | +7.8% | +0.5% | +7.3% | +7.4% |
| 3M | -21.0% | +18.9% | -39.9% | -26.8% |
| 6M | +40.9% | +10.8% | +30.1% | +33.5% |
| YTD | +72.0% | -7.1% | +79.2% | +74.1% |
| 1Y | +140.9% | -9.6% | +150.5% | +145.7% |
| 3Y | +194.3% | +51.1% | +143.2% | +138.9% |
| 5Y | +112.5% | +19.7% | +92.9% | +87.4% |
| All | +138.6% | +173.6% | -35.0% | +44.0% |
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