+335.7%
NSC vs SSNC
+162.7%
+173.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -2.0% | -3.9% | +1.8% | -0.3% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | +3.9% | +15.9% | -12.0% | -3.9% |
| 6M | +7.8% | +7.5% | +0.3% | +2.9% |
| YTD | +13.4% | -8.2% | +21.6% | +16.1% |
| 1Y | +20.3% | -9.3% | +29.7% | +23.5% |
| 3Y | +76.1% | +48.5% | +27.6% | +39.8% |
| 5Y | +45.0% | +16.0% | +29.0% | +27.5% |
| 10Y | +335.7% | +169.2% | +166.6% | +176.6% |
| All | +335.7% | +162.7% | +173.1% | +176.6% |
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