+102.8%
NOK vs SSNC
+14.9%
+87.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +8.7% | -6.7% | +15.4% | +11.1% |
| 30D | +12.5% | -0.8% | +13.3% | +12.5% |
| 3M | -20.7% | +16.1% | -36.8% | -25.8% |
| 6M | +36.2% | +7.9% | +28.2% | +30.9% |
| YTD | +64.1% | -8.7% | +72.8% | +70.2% |
| 1Y | +132.4% | -9.5% | +141.9% | +141.2% |
| 3Y | +182.9% | +47.7% | +135.2% | +114.9% |
| 5Y | +102.8% | +17.6% | +85.1% | +74.9% |
| All | +102.8% | +14.9% | +87.9% | +74.9% |
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