+562.2%
NTAP vs SSNC
+184.6%
+377.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.2% | +2.3% | +4.9% | +6.0% |
| 30D | -18.4% | -3.1% | -15.3% | -17.5% |
| 3M | -11.3% | -2.7% | -8.6% | -10.8% |
| 6M | +53.8% | +23.7% | +30.1% | +36.3% |
| YTD | +72.0% | -8.0% | +80.0% | +75.7% |
| 1Y | +68.0% | -4.7% | +72.7% | +68.5% |
| 3Y | +149.5% | +58.0% | +91.5% | +91.0% |
| 5Y | +125.6% | +8.0% | +117.6% | +106.2% |
| All | +562.2% | +184.6% | +377.6% | +267.9% |
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