+23.1%
Q vs SSNC
-7.2%
+30.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.2% |
| 7D | +0.3% | -3.3% | +3.6% | -0.5% |
| 30D | -9.8% | -1.3% | -8.5% | -10.1% |
| 3M | -12.2% | -2.3% | -9.9% | -12.7% |
| 6M | -21.6% | +12.6% | -34.3% | -18.5% |
| YTD | +43.6% | -10.1% | +53.7% | +63.4% |
| 1Y | +25.7% | -6.6% | +32.3% | +35.2% |
| All | +23.1% | -7.2% | +30.3% | +34.5% |
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