+109.5%
REPL vs SSNC
+57.6%
+51.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.3% |
| 7D | +12.7% | -2.5% | +15.3% | +13.4% |
| 30D | +73.5% | -2.7% | +76.2% | +74.9% |
| 3M | +70.3% | -0.8% | +71.1% | +70.7% |
| 6M | +472.0% | +15.5% | +456.5% | +440.8% |
| YTD | +139.5% | -8.8% | +148.3% | +153.3% |
| 1Y | +167.3% | -5.8% | +173.1% | +176.1% |
| 3Y | +109.5% | +55.7% | +53.8% | -17.5% |
| All | +109.5% | +57.6% | +51.9% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling