+95.7%
NTR vs SSNC
+115.0%
-19.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +0.5% | -3.9% | +4.4% | +1.9% |
| 30D | +21.7% | -0.2% | +21.9% | +21.7% |
| 3M | +22.8% | +15.9% | +6.8% | +15.5% |
| 6M | +8.2% | +7.5% | +0.8% | +4.2% |
| YTD | +32.9% | -8.2% | +41.1% | +35.3% |
| 1Y | +45.3% | -9.3% | +54.7% | +48.3% |
| 3Y | +41.7% | +48.5% | -6.8% | +14.9% |
| 5Y | +49.8% | +16.0% | +33.8% | +32.0% |
| All | +95.7% | +115.0% | -19.3% | +34.4% |
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