+670.5%
ORCL vs SSNC
+1,082.2%
-411.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.5% |
| 7D | +5.3% | +0.6% | +4.6% | +5.0% |
| 30D | +10.0% | +6.0% | +3.9% | +7.6% |
| 3M | -32.6% | +21.0% | -53.6% | -37.7% |
| 6M | +4.9% | +12.1% | -7.2% | 0.0% |
| YTD | -17.8% | -3.2% | -14.5% | -17.5% |
| 1Y | -28.0% | -4.4% | -23.6% | -27.8% |
| 3Y | +36.0% | +51.6% | -15.6% | +14.2% |
| 5Y | +88.7% | +21.1% | +67.6% | +70.5% |
| 10Y | +346.9% | +177.7% | +169.2% | +186.7% |
| All | +670.5% | +1,082.2% | -411.7% | +166.4% |
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 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