+47.4%
NSC vs SSNC
+21.4%
+26.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -5.5% | +0.6% | -6.2% | -5.8% |
| 30D | -3.2% | +6.0% | -9.3% | -5.7% |
| 3M | +7.7% | +21.0% | -13.3% | -1.5% |
| 6M | +4.5% | +12.1% | -7.6% | -1.3% |
| YTD | +15.6% | -3.2% | +18.8% | +16.7% |
| 1Y | +19.8% | -4.4% | +24.2% | +21.4% |
| 3Y | +70.1% | +51.6% | +18.5% | +33.5% |
| All | +47.4% | +21.4% | +26.0% | +22.1% |
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