+469.5%
RF vs SSNC
+998.3%
-528.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -0.9% | -3.3% | +2.4% | +1.1% |
| 30D | +6.0% | -1.3% | +7.3% | +6.4% |
| 3M | -8.9% | -2.3% | -6.6% | -8.2% |
| 6M | +2.3% | +12.6% | -10.3% | -6.1% |
| YTD | +7.6% | -10.1% | +17.7% | +11.7% |
| 1Y | +21.2% | -6.6% | +27.7% | +22.9% |
| 3Y | +108.5% | +54.0% | +54.6% | +56.1% |
| 5Y | +43.2% | +7.0% | +36.3% | +32.1% |
| 10Y | +288.1% | +176.7% | +111.4% | +104.1% |
| All | +469.5% | +998.3% | -528.8% | +16.2% |
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