+378.1%
PSX vs SSNC
+173.6%
+204.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | +1.7% | -4.0% | +5.8% | +3.5% |
| 30D | +15.6% | +0.5% | +15.1% | +15.2% |
| 3M | +46.5% | +18.9% | +27.5% | +34.4% |
| 6M | +55.0% | +10.8% | +44.2% | +45.9% |
| YTD | +105.3% | -7.1% | +112.4% | +108.5% |
| 1Y | +101.6% | -9.6% | +111.2% | +106.6% |
| 3Y | +134.1% | +51.1% | +83.1% | +85.2% |
| 5Y | +368.7% | +19.7% | +349.0% | +303.5% |
| All | +378.1% | +173.6% | +204.5% | +209.2% |
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