+79.9%
PL vs SSNC
+19.2%
+60.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +1.3% |
| 7D | -7.5% | -1.8% | -5.7% | -6.5% |
| 30D | -25.6% | +1.9% | -27.5% | -27.0% |
| 3M | -45.6% | +18.4% | -64.0% | -54.3% |
| 6M | -29.5% | +7.0% | -36.5% | -35.6% |
| YTD | -9.7% | -6.9% | -2.8% | -6.7% |
| 1Y | +84.4% | -8.2% | +92.5% | +93.4% |
| 3Y | +550.0% | +50.5% | +499.5% | +340.0% |
| 5Y | +79.0% | +17.4% | +61.6% | +57.6% |
| All | +79.9% | +19.2% | +60.7% | +58.0% |
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