+221.7%
PODD vs SSNC
+169.0%
+52.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -10.6% | -6.7% | -3.8% | -7.2% |
| 30D | -6.9% | -0.8% | -6.1% | -6.5% |
| 3M | -10.6% | +16.1% | -26.7% | -17.3% |
| 6M | -43.5% | +7.9% | -51.4% | -45.7% |
| YTD | -52.6% | -8.7% | -43.9% | -50.7% |
| 1Y | -60.1% | -9.5% | -50.6% | -58.4% |
| 3Y | -21.7% | +47.7% | -69.3% | -38.0% |
| 5Y | -54.6% | +17.6% | -72.2% | -59.7% |
| All | +221.7% | +169.0% | +52.8% | +89.4% |
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