-27.4%
ON vs SSNC
+51.8%
-79.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -3.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -12.4% | +1.9% | -14.3% | -13.1% |
| 3M | -41.2% | +18.4% | -59.6% | -45.7% |
| 6M | +25.0% | +7.0% | +18.0% | +22.2% |
| YTD | +31.3% | -6.9% | +38.2% | +42.0% |
| 1Y | +45.4% | -8.2% | +53.6% | +58.9% |
| 3Y | -27.4% | +50.5% | -77.9% | -34.4% |
| All | -27.4% | +51.8% | -79.2% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling