+523.3%
ON vs SSNC
+184.6%
+338.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | +12.2% | +2.3% | +9.9% | +10.3% |
| 30D | -3.1% | -3.1% | 0.0% | -1.3% |
| 3M | -12.9% | -2.7% | -10.1% | -11.8% |
| 6M | -38.6% | +23.7% | -62.3% | -51.0% |
| YTD | +31.2% | -8.0% | +39.3% | +32.2% |
| 1Y | +47.6% | -4.7% | +52.3% | +44.0% |
| 3Y | +6.6% | +58.0% | -51.4% | -34.9% |
| 5Y | +21.3% | +8.0% | +13.3% | +5.2% |
| All | +523.3% | +184.6% | +338.7% | +178.7% |
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