+45.2%
PL vs SSNC
+15.4%
+29.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.2% | +14.3% | +14.3% |
| 7D | +10.9% | -4.5% | +15.4% | +14.9% |
| 30D | -16.4% | -3.9% | -12.5% | -14.8% |
| 3M | -39.9% | -1.3% | -38.6% | -40.6% |
| 6M | -63.2% | +14.1% | -77.3% | -69.1% |
| YTD | -27.1% | -9.9% | -17.2% | -24.0% |
| 1Y | +12.2% | -6.2% | +18.4% | +12.6% |
| 3Y | +584.3% | +56.1% | +528.2% | +341.0% |
| 5Y | +37.0% | +5.4% | +31.6% | +22.2% |
| All | +45.2% | +15.4% | +29.8% | +28.6% |
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 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