+469.1%
P vs SSNC
+139.2%
+329.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | -23.8% | -3.3% | -20.5% | -22.2% |
| 30D | -36.6% | -1.3% | -35.4% | -36.7% |
| 3M | +10.9% | -2.3% | +13.2% | +11.1% |
| 6M | +30.0% | +12.6% | +17.4% | +16.4% |
| YTD | +44.4% | -10.1% | +54.5% | +48.1% |
| 1Y | +3.9% | -6.6% | +10.5% | +3.5% |
| 3Y | +176.6% | +54.0% | +122.6% | +93.2% |
| 5Y | +249.3% | +7.0% | +242.3% | +209.6% |
| 10Y | +726.9% | +176.7% | +550.2% | +333.6% |
| All | +469.1% | +139.2% | +329.9% | +190.1% |
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 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