+56.3%
NYT vs SSNC
+49.3%
+7.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -0.6% | -4.0% | +3.4% | +0.7% |
| 30D | +4.6% | +0.5% | +4.1% | +4.2% |
| 3M | -9.6% | +18.9% | -28.5% | -14.6% |
| 6M | -14.0% | +10.8% | -24.8% | -17.3% |
| YTD | -2.8% | -7.1% | +4.3% | -1.7% |
| 1Y | +15.6% | -9.6% | +25.2% | +17.9% |
| 3Y | +56.3% | +51.1% | +5.3% | +28.1% |
| All | +56.3% | +49.3% | +7.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling