+625.8%
NTAP vs SSNC
+173.6%
+452.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.7% |
| 7D | +7.4% | -4.0% | +11.4% | +9.5% |
| 30D | -1.4% | +0.5% | -1.9% | -1.8% |
| 3M | +24.6% | +18.9% | +5.6% | +13.3% |
| 6M | +105.9% | +10.8% | +95.1% | +93.3% |
| YTD | +88.5% | -7.1% | +95.7% | +93.0% |
| 1Y | +62.1% | -9.6% | +71.7% | +67.8% |
| 3Y | +169.1% | +51.1% | +118.0% | +111.8% |
| 5Y | +141.9% | +19.7% | +122.2% | +111.2% |
| All | +625.8% | +173.6% | +452.2% | +302.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling