-61.4%
OUST vs SSNC
+36.1%
-97.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +6.1% |
| 7D | +12.7% | -1.8% | +14.5% | +14.2% |
| 30D | -13.6% | +1.9% | -15.5% | -15.5% |
| 3M | -8.3% | +18.4% | -26.7% | -24.6% |
| 6M | +85.0% | +7.0% | +78.0% | +65.1% |
| YTD | +73.2% | -6.9% | +80.2% | +78.7% |
| 1Y | +32.5% | -8.2% | +40.6% | +39.6% |
| 3Y | +643.8% | +50.5% | +593.3% | +356.1% |
| 5Y | -52.1% | +17.4% | -69.5% | -64.0% |
| All | -61.4% | +36.1% | -97.5% | -73.1% |
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