+511.9%
RF vs SSNC
+1,082.2%
-570.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | -3.6% | +6.0% | -9.7% | -7.0% |
| 3M | +8.1% | +21.0% | -12.9% | -4.3% |
| 6M | +11.5% | +12.1% | -0.6% | +2.8% |
| YTD | +15.6% | -3.2% | +18.8% | +15.5% |
| 1Y | +15.7% | -4.4% | +20.0% | +16.2% |
| 3Y | +86.9% | +51.6% | +35.3% | +42.1% |
| 5Y | +89.8% | +21.1% | +68.7% | +63.5% |
| 10Y | +344.7% | +177.7% | +167.0% | +133.5% |
| All | +511.9% | +1,082.2% | -570.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling