+715.0%
P vs SSNC
+164.2%
+550.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +4.1% |
| 7D | +7.8% | -1.8% | +9.6% | +9.0% |
| 30D | +12.3% | +1.9% | +10.4% | +10.7% |
| 3M | +37.1% | +18.4% | +18.7% | +20.2% |
| 6M | +66.1% | +7.0% | +59.1% | +54.6% |
| YTD | +50.9% | -6.9% | +57.9% | +53.3% |
| 1Y | +27.2% | -8.2% | +35.4% | +29.3% |
| 3Y | +158.7% | +50.5% | +108.1% | +81.9% |
| 5Y | +291.1% | +17.4% | +273.7% | +225.3% |
| 10Y | +715.0% | +164.9% | +550.1% | +298.1% |
| All | +715.0% | +164.2% | +550.8% | +298.1% |
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