+16.6%
NOK vs SSNC
+1,021.3%
-1,004.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +9.3% | -3.9% | +13.2% | +10.8% |
| 30D | +17.9% | -0.2% | +18.0% | +17.6% |
| 3M | -22.3% | +15.9% | -38.2% | -27.5% |
| 6M | +36.4% | +7.5% | +28.9% | +30.4% |
| YTD | +66.3% | -8.2% | +74.5% | +68.3% |
| 1Y | +134.4% | -9.3% | +143.8% | +137.5% |
| 3Y | +186.6% | +48.5% | +138.1% | +135.2% |
| 5Y | +102.7% | +16.0% | +86.7% | +81.8% |
| 10Y | +129.8% | +169.2% | -39.4% | +39.5% |
| All | +16.6% | +1,021.3% | -1,004.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling