+750.4%
NSC vs SSNC
+1,000.8%
-250.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -5.4% | -4.5% | -0.9% | -3.5% |
| 30D | +2.9% | -3.9% | +6.8% | +4.5% |
| 3M | -2.2% | -1.3% | -0.8% | -1.9% |
| 6M | +5.3% | +14.1% | -8.9% | -1.6% |
| YTD | +14.8% | -9.9% | +24.7% | +17.7% |
| 1Y | +16.6% | -6.2% | +22.8% | +17.4% |
| 3Y | +78.6% | +56.1% | +22.5% | +43.0% |
| 5Y | +27.2% | +5.4% | +21.8% | +18.7% |
| 10Y | +302.5% | +172.3% | +130.2% | +150.9% |
| All | +750.4% | +1,000.8% | -250.4% | +205.7% |
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