+572.1%
ON vs SSNC
+169.0%
+403.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -4.7% | -6.7% | +2.0% | +0.7% |
| 30D | -13.5% | -0.8% | -12.7% | -13.2% |
| 3M | -36.3% | +16.1% | -52.4% | -45.5% |
| 6M | +17.8% | +7.9% | +9.8% | +5.3% |
| YTD | +29.6% | -8.7% | +38.3% | +32.3% |
| 1Y | +45.8% | -9.5% | +55.3% | +49.2% |
| 3Y | -28.3% | +47.7% | -76.0% | -53.2% |
| 5Y | +49.6% | +17.6% | +32.0% | +21.3% |
| All | +572.1% | +169.0% | +403.2% | +207.7% |
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 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