+255.5%
NTRS vs SSNC
+173.6%
+81.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | +1.4% | -4.0% | +5.4% | +3.6% |
| 30D | -0.7% | +0.5% | -1.2% | -1.1% |
| 3M | +11.3% | +18.9% | -7.6% | +0.4% |
| 6M | +35.5% | +10.8% | +24.7% | +26.4% |
| YTD | +40.6% | -7.1% | +47.7% | +43.9% |
| 1Y | +49.2% | -9.6% | +58.8% | +54.9% |
| 3Y | +167.2% | +51.1% | +116.2% | +108.9% |
| 5Y | +94.9% | +19.7% | +75.3% | +70.5% |
| All | +255.5% | +173.6% | +81.9% | +140.4% |
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 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