+679.3%
NTAP vs SSNC
+1,082.2%
-402.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.5% | +6.0% | -6.6% | -3.1% |
| 3M | +4.1% | +21.0% | -16.9% | -4.9% |
| 6M | +88.0% | +12.1% | +75.9% | +77.2% |
| YTD | +75.6% | -3.2% | +78.8% | +75.9% |
| 1Y | +58.9% | -4.4% | +63.3% | +59.7% |
| 3Y | +153.6% | +51.6% | +102.0% | +106.9% |
| 5Y | +127.6% | +21.1% | +106.6% | +102.3% |
| 10Y | +580.4% | +177.7% | +402.7% | +325.6% |
| All | +679.3% | +1,082.2% | -402.9% | +168.7% |
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