+26.5%
ON vs SSNC
+7.5%
+19.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.2% |
| 7D | +3.3% | -0.2% | +3.5% | +3.6% |
| 30D | -3.1% | -1.9% | -1.2% | -2.4% |
| 3M | -9.2% | -0.2% | -9.1% | -10.0% |
| 6M | -31.4% | +19.4% | -50.8% | -42.5% |
| YTD | +36.0% | -8.1% | +44.1% | +41.6% |
| 1Y | +52.0% | -5.3% | +57.3% | +53.5% |
| 3Y | +9.3% | +56.9% | -47.7% | -35.6% |
| 5Y | +26.5% | +8.0% | +18.5% | +25.8% |
| All | +26.5% | +7.5% | +19.0% | +25.8% |
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