+73.3%
NSC vs SSNC
+54.4%
+18.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -6.6% | -3.3% | -3.3% | -5.5% |
| 30D | +2.2% | -1.3% | +3.4% | +2.5% |
| 3M | -6.2% | -2.3% | -3.9% | -5.7% |
| 6M | +1.7% | +12.6% | -11.0% | -3.4% |
| YTD | +12.2% | -10.1% | +22.3% | +18.0% |
| 1Y | +15.4% | -6.6% | +22.0% | +18.6% |
| 3Y | +73.3% | +54.0% | +19.4% | +27.0% |
| All | +73.3% | +54.4% | +18.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling