-23.3%
REPL vs SSNC
+56.7%
-79.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +27.1% | +6.0% | +21.1% | +25.4% |
| 3M | +52.4% | +21.0% | +31.4% | +42.9% |
| 6M | +107.4% | +12.1% | +95.4% | +98.7% |
| YTD | +54.7% | -3.2% | +58.0% | +60.5% |
| 1Y | +158.9% | -4.4% | +163.2% | +165.7% |
| All | -23.3% | +56.7% | -79.9% | -48.5% |
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