+306.9%
PSX vs SSNC
+7.9%
+299.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +6.4% | +1.4% | +5.1% | +6.0% |
| 30D | -10.2% | -2.6% | -7.5% | -9.7% |
| 3M | +17.2% | -0.6% | +17.8% | +17.0% |
| 6M | +51.8% | +19.9% | +31.9% | +42.7% |
| YTD | +108.0% | -8.2% | +116.2% | +112.7% |
| 1Y | +96.1% | -5.5% | +101.7% | +98.2% |
| 3Y | +155.9% | +56.8% | +99.1% | +117.0% |
| 5Y | +306.9% | +7.8% | +299.1% | +264.6% |
| All | +306.9% | +7.9% | +299.1% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling