+731.7%
NSC vs SSNC
+998.3%
-266.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | -6.6% | -3.3% | -3.3% | -5.3% |
| 30D | +2.2% | -1.3% | +3.4% | +2.5% |
| 3M | -6.2% | -2.3% | -3.9% | -5.6% |
| 6M | +1.7% | +12.6% | -11.0% | -4.4% |
| YTD | +12.2% | -10.1% | +22.3% | +15.2% |
| 1Y | +15.4% | -6.6% | +22.0% | +16.4% |
| 3Y | +73.3% | +54.0% | +19.4% | +39.6% |
| 5Y | +24.7% | +7.0% | +17.7% | +15.6% |
| 10Y | +324.5% | +176.7% | +147.8% | +163.2% |
| All | +731.7% | +998.3% | -266.6% | +199.3% |
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