+21.1%
NSC vs SSNC
-8.1%
+29.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | -0.3% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | -1.9% | +1.9% | -3.8% | -2.0% |
| 3M | +6.2% | +18.4% | -12.2% | +5.2% |
| 6M | +9.2% | +7.0% | +2.2% | +8.4% |
| YTD | +15.0% | -6.9% | +22.0% | +16.0% |
| 1Y | +21.1% | -8.2% | +29.3% | +25.2% |
| All | +21.1% | -8.1% | +29.2% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling