+207.3%
NXT vs SSNC
+30.2%
+177.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | -6.0% | +1.4% | -7.4% | -6.2% |
| 30D | +5.4% | -2.6% | +8.1% | +5.6% |
| 3M | -9.7% | -0.6% | -9.1% | -10.0% |
| 6M | -25.3% | +19.9% | -45.2% | -28.4% |
| YTD | +7.5% | -8.2% | +15.6% | +12.3% |
| 1Y | -3.0% | -5.5% | +2.5% | +0.1% |
| 3Y | +171.4% | +56.8% | +114.6% | +86.9% |
| All | +207.3% | +30.2% | +177.1% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling