+336.7%
RF vs SSNC
+164.2%
+172.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | +1.2% |
| 7D | +2.7% | -1.8% | +4.4% | +3.8% |
| 30D | -3.4% | +1.9% | -5.3% | -4.7% |
| 3M | +6.4% | +18.4% | -12.0% | -5.3% |
| 6M | +13.4% | +7.0% | +6.4% | +7.2% |
| YTD | +14.2% | -6.9% | +21.2% | +17.1% |
| 1Y | +15.7% | -8.2% | +23.9% | +19.4% |
| 3Y | +91.3% | +50.5% | +40.8% | +42.5% |
| 5Y | +89.8% | +17.4% | +72.4% | +63.8% |
| 10Y | +336.7% | +164.9% | +171.8% | +168.7% |
| All | +336.7% | +164.2% | +172.5% | +168.7% |
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