+481.9%
NYT vs SSNC
+173.6%
+308.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -0.6% | -4.0% | +3.4% | +0.9% |
| 30D | +4.6% | +0.5% | +4.1% | +4.2% |
| 3M | -9.6% | +18.9% | -28.5% | -15.3% |
| 6M | -14.0% | +10.8% | -24.8% | -17.5% |
| YTD | -2.8% | -7.1% | +4.3% | -1.0% |
| 1Y | +15.6% | -9.6% | +25.2% | +18.7% |
| 3Y | +56.3% | +51.1% | +5.3% | +30.6% |
| 5Y | +39.5% | +19.7% | +19.9% | +25.7% |
| All | +481.9% | +173.6% | +308.4% | +311.6% |
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