+261.5%
RF vs SSNC
+177.4%
+84.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | -0.1% | -4.5% | +4.3% | +2.7% |
| 30D | +7.0% | -3.9% | +10.9% | +9.2% |
| 3M | -7.0% | -1.3% | -5.7% | -6.9% |
| 6M | +6.8% | +14.1% | -7.4% | -3.4% |
| YTD | +9.9% | -9.9% | +19.8% | +14.4% |
| 1Y | +21.1% | -6.2% | +27.3% | +22.7% |
| 3Y | +119.6% | +56.1% | +63.6% | +58.8% |
| 5Y | +46.2% | +5.4% | +40.8% | +34.3% |
| 10Y | +261.5% | +172.3% | +89.2% | +137.7% |
| All | +261.5% | +177.4% | +84.1% | +137.7% |
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