+820.3%
ON vs SSNC
+1,022.7%
-202.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -9.2% | -0.2% | -9.1% | -9.9% |
| 6M | -31.4% | +19.4% | -50.8% | -41.7% |
| YTD | +36.0% | -8.1% | +44.1% | +36.7% |
| 1Y | +52.0% | -5.3% | +57.3% | +49.6% |
| 3Y | +9.3% | +56.9% | -47.7% | -24.9% |
| 5Y | +26.5% | +8.0% | +18.5% | +14.1% |
| 10Y | +556.1% | +183.6% | +372.6% | +244.8% |
| All | +820.3% | +1,022.7% | -202.5% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling