+32.5%
OMC vs SSNC
+14.9%
+17.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -6.2% | -6.7% | +0.5% | -2.5% |
| 30D | -7.6% | -0.8% | -6.8% | -7.1% |
| 3M | +7.4% | +16.1% | -8.7% | -1.3% |
| 6M | +0.1% | +7.9% | -7.8% | -4.4% |
| YTD | +0.4% | -8.7% | +9.1% | +5.0% |
| 1Y | +7.8% | -9.5% | +17.3% | +13.0% |
| 3Y | +11.8% | +47.7% | -35.8% | -10.9% |
| 5Y | +32.5% | +17.6% | +14.8% | +20.7% |
| All | +32.5% | +14.9% | +17.5% | +20.7% |
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 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