+56.9%
ON vs SSNC
+15.9%
+41.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.8% |
| 7D | -1.9% | -3.9% | +2.0% | +0.8% |
| 30D | -11.0% | -0.2% | -10.9% | -11.2% |
| 3M | -39.3% | +15.9% | -55.3% | -46.9% |
| 6M | +19.8% | +7.5% | +12.4% | +10.1% |
| YTD | +31.1% | -8.2% | +39.3% | +37.4% |
| 1Y | +46.0% | -9.3% | +55.3% | +54.1% |
| 3Y | -27.5% | +48.5% | -76.0% | -53.9% |
| 5Y | +56.9% | +16.0% | +40.9% | +42.2% |
| All | +56.9% | +15.9% | +41.0% | +42.2% |
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