+251.1%
OMC vs SSNC
+1,082.2%
-831.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -6.4% | +0.6% | -7.1% | -6.6% |
| 30D | +1.1% | +6.0% | -4.9% | -1.1% |
| 3M | +10.4% | +21.0% | -10.6% | +2.5% |
| 6M | -1.7% | +12.1% | -13.8% | -6.1% |
| YTD | +4.4% | -3.2% | +7.7% | +5.4% |
| 1Y | +8.4% | -4.4% | +12.8% | +9.7% |
| 3Y | +14.4% | +51.6% | -37.2% | -2.5% |
| 5Y | +33.9% | +21.1% | +12.8% | +22.3% |
| 10Y | +34.9% | +177.7% | -142.8% | -10.1% |
| All | +251.1% | +1,082.2% | -831.1% | +36.5% |
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