-2.6%
REPL vs SSNC
+62.0%
-64.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | +0.4% |
| 7D | -5.7% | -1.8% | -4.0% | -4.9% |
| 30D | +22.5% | +1.9% | +20.6% | +21.0% |
| 3M | +64.7% | +18.4% | +46.3% | +44.1% |
| 6M | +83.0% | +7.0% | +76.1% | +65.2% |
| YTD | +52.0% | -6.9% | +58.9% | +48.5% |
| 1Y | +144.5% | -8.2% | +152.7% | +140.1% |
| 3Y | -25.1% | +50.5% | -75.6% | -48.5% |
| 5Y | -52.9% | +17.4% | -70.3% | -62.2% |
| All | -2.6% | +62.0% | -64.6% | -39.4% |
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