+368.5%
PSX vs SSNC
+15.9%
+352.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +1.8% | -3.9% | +5.7% | +2.9% |
| 30D | +21.6% | -0.2% | +21.8% | +21.6% |
| 3M | +46.5% | +15.9% | +30.5% | +39.6% |
| 6M | +62.0% | +7.5% | +54.5% | +57.6% |
| YTD | +106.3% | -8.2% | +114.5% | +111.2% |
| 1Y | +103.0% | -9.3% | +112.3% | +108.3% |
| 3Y | +135.5% | +48.5% | +87.1% | +104.3% |
| 5Y | +368.5% | +16.0% | +352.5% | +307.1% |
| All | +368.5% | +15.9% | +352.6% | +307.1% |
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