+582.1%
NYT vs SSNC
+1,034.4%
-452.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -0.6% | -4.0% | +3.4% | +1.1% |
| 30D | +4.6% | +0.5% | +4.1% | +4.2% |
| 3M | -9.6% | +18.9% | -28.5% | -16.1% |
| 6M | -14.0% | +10.8% | -24.8% | -18.1% |
| YTD | -2.8% | -7.1% | +4.3% | -0.8% |
| 1Y | +15.6% | -9.6% | +25.2% | +19.1% |
| 3Y | +56.3% | +51.1% | +5.3% | +27.1% |
| 5Y | +39.5% | +19.7% | +19.9% | +24.1% |
| 10Y | +488.0% | +172.3% | +315.7% | +229.1% |
| All | +582.1% | +1,034.4% | -452.4% | +54.1% |
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 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