+419.8%
NTRS vs SSNC
+1,034.4%
-614.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +3.3% |
| 30D | -0.7% | +0.5% | -1.2% | -1.0% |
| 3M | +11.3% | +18.9% | -7.6% | +1.7% |
| 6M | +35.5% | +10.8% | +24.7% | +27.6% |
| YTD | +40.6% | -7.1% | +47.7% | +43.4% |
| 1Y | +49.2% | -9.6% | +58.8% | +54.0% |
| 3Y | +167.2% | +51.1% | +116.2% | +116.7% |
| 5Y | +94.9% | +19.7% | +75.3% | +74.8% |
| 10Y | +259.5% | +172.3% | +87.1% | +124.7% |
| All | +419.8% | +1,034.4% | -614.6% | +80.9% |
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 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