+32.0%
Q vs SSNC
-5.2%
+37.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.5% |
| 7D | +6.6% | -3.9% | +10.5% | +5.9% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -13.2% | +15.9% | -29.2% | -9.7% |
| 6M | +9.9% | +7.5% | +2.5% | +17.8% |
| YTD | +53.9% | -8.2% | +62.2% | +76.1% |
| All | +32.0% | -5.2% | +37.2% | +45.0% |
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