+659.0%
P vs SSNC
+170.8%
+488.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.1% |
| 7D | -9.6% | -4.5% | -5.1% | -6.8% |
| 30D | -33.4% | -3.9% | -29.6% | -32.4% |
| 3M | +14.2% | -1.3% | +15.5% | +13.7% |
| 6M | +31.6% | +14.1% | +17.4% | +16.1% |
| YTD | +53.5% | -9.9% | +63.4% | +57.5% |
| 1Y | +14.2% | -6.2% | +20.4% | +13.4% |
| 3Y | +190.5% | +56.1% | +134.4% | +95.6% |
| 5Y | +256.3% | +5.4% | +251.0% | +216.7% |
| All | +659.0% | +170.8% | +488.2% | +252.0% |
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