-54.1%
REPL vs SSNC
+15.9%
-70.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -9.6% | -3.9% | -5.7% | -8.1% |
| 30D | +5.7% | -0.2% | +5.9% | +5.6% |
| 3M | +56.4% | +15.9% | +40.5% | +42.3% |
| 6M | +67.4% | +7.5% | +60.0% | +55.1% |
| YTD | +48.7% | -8.2% | +56.9% | +50.3% |
| 1Y | +148.3% | -9.3% | +157.6% | +150.9% |
| 3Y | -26.7% | +48.5% | -75.1% | -47.8% |
| 5Y | -54.1% | +16.0% | -70.2% | -61.3% |
| All | -54.1% | +15.9% | -70.1% | -61.3% |
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