+69.1%
OTIS vs SSNC
+157.7%
-88.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | -3.0% | -4.0% | +1.1% | -1.3% |
| 30D | -6.0% | +0.5% | -6.5% | -6.3% |
| 3M | -0.9% | +18.9% | -19.8% | -8.3% |
| 6M | -17.3% | +10.8% | -28.2% | -21.3% |
| YTD | -19.6% | -7.1% | -12.4% | -17.7% |
| 1Y | -21.0% | -9.6% | -11.4% | -18.4% |
| 3Y | -12.1% | +51.1% | -63.1% | -30.3% |
| 5Y | -17.1% | +19.7% | -36.7% | -27.4% |
| All | +69.1% | +157.7% | -88.6% | +10.8% |
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