+151.9%
NTAP vs SSNC
+57.9%
+94.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.8% |
| 7D | -2.4% | -0.2% | -2.3% | -2.3% |
| 30D | -23.4% | -1.9% | -21.5% | -23.3% |
| 3M | -7.5% | -0.2% | -7.4% | -8.3% |
| 6M | +56.4% | +19.4% | +37.0% | +43.4% |
| YTD | +73.6% | -8.1% | +81.7% | +79.9% |
| 1Y | +68.4% | -5.3% | +73.7% | +71.7% |
| All | +151.9% | +57.9% | +94.0% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling