+485.4%
P vs SSNC
+157.5%
+327.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +2.1% |
| 7D | +6.5% | +0.6% | +5.9% | +6.1% |
| 30D | +18.8% | +6.0% | +12.8% | +14.5% |
| 3M | +26.7% | +21.0% | +5.8% | +10.4% |
| 6M | +62.2% | +12.1% | +50.1% | +47.3% |
| YTD | +48.5% | -3.2% | +51.7% | +47.3% |
| 1Y | +26.4% | -4.4% | +30.8% | +25.3% |
| 3Y | +159.4% | +51.6% | +107.8% | +85.9% |
| 5Y | +275.8% | +21.1% | +254.7% | +210.7% |
| 10Y | +732.0% | +177.7% | +554.3% | +331.6% |
| All | +485.4% | +157.5% | +327.9% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling