-89.0%
OPEN vs SSNC
+48.7%
-137.7%
-98.6%
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 | -15.0% | +2.3% | -17.3% | -17.4% |
| 30D | -40.2% | -3.1% | -37.1% | -38.1% |
| 3M | -67.4% | -2.7% | -64.7% | -66.5% |
| 6M | -74.0% | +23.7% | -97.7% | -81.0% |
| YTD | -79.6% | -8.0% | -71.6% | -78.4% |
| 1Y | -86.1% | -4.7% | -81.4% | -86.1% |
| 3Y | -41.4% | +58.0% | -99.4% | -71.4% |
| 5Y | -94.9% | +8.0% | -102.8% | -95.8% |
| All | -89.0% | +48.7% | -137.7% | -92.8% |
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 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