+1,158.7%
PSX vs SSNC
+684.7%
+474.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +7.8% | +2.3% | +5.5% | +6.8% |
| 30D | -10.9% | -3.1% | -7.8% | -9.9% |
| 3M | +14.5% | -2.7% | +17.2% | +15.4% |
| 6M | +56.1% | +23.7% | +32.4% | +41.2% |
| YTD | +109.6% | -8.0% | +117.6% | +112.8% |
| 1Y | +95.5% | -4.7% | +100.2% | +95.2% |
| 3Y | +156.2% | +58.0% | +98.2% | +102.9% |
| 5Y | +310.0% | +8.0% | +302.0% | +274.9% |
| 10Y | +368.0% | +183.8% | +184.2% | +183.7% |
| All | +1,158.7% | +684.7% | +474.0% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling