-18.5%
OTIS vs SSNC
+14.9%
-33.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -5.0% | -6.7% | +1.7% | -2.3% |
| 30D | -6.5% | -0.8% | -5.7% | -6.2% |
| 3M | -2.0% | +16.1% | -18.0% | -8.1% |
| 6M | -20.2% | +7.9% | -28.1% | -23.0% |
| YTD | -21.0% | -8.7% | -12.3% | -18.4% |
| 1Y | -20.9% | -9.5% | -11.4% | -18.2% |
| 3Y | -13.3% | +47.7% | -61.0% | -31.4% |
| 5Y | -18.5% | +17.6% | -36.2% | -29.4% |
| All | -18.5% | +14.9% | -33.4% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling