+398.8%
OSCR vs SSNC
+49.3%
+349.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | +1.6% | -4.0% | +5.7% | +3.6% |
| 30D | +10.7% | +0.5% | +10.1% | +10.4% |
| 3M | +13.4% | +18.9% | -5.6% | +3.4% |
| 6M | +144.6% | +10.8% | +133.7% | +130.5% |
| YTD | +128.0% | -7.1% | +135.2% | +133.8% |
| 1Y | +68.7% | -9.6% | +78.3% | +75.5% |
| 3Y | +398.8% | +51.1% | +347.7% | +196.6% |
| All | +398.8% | +49.3% | +349.5% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling