+1,747.1%
NXPI vs SSNC
+1,054.8%
+692.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +2.0% |
| 7D | +1.9% | +0.6% | +1.3% | +1.4% |
| 30D | -1.4% | +6.0% | -7.5% | -5.1% |
| 3M | -29.1% | +21.0% | -50.0% | -38.3% |
| 6M | +6.2% | +12.1% | -5.9% | -3.9% |
| YTD | +5.9% | -3.2% | +9.1% | +4.5% |
| 1Y | +2.9% | -4.4% | +7.2% | +2.1% |
| 3Y | +14.5% | +51.6% | -37.1% | -15.8% |
| 5Y | +17.1% | +21.1% | -4.0% | -0.5% |
| 10Y | +193.4% | +177.7% | +15.7% | +51.1% |
| All | +1,747.1% | +1,054.8% | +692.3% | +279.7% |
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