+4,028.1%
RGEN vs SSNC
+1,082.2%
+2,945.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -4.9% | +0.6% | -5.6% | -5.2% |
| 30D | +5.7% | +6.0% | -0.4% | +2.9% |
| 3M | +32.4% | +21.0% | +11.5% | +20.8% |
| 6M | +33.2% | +12.1% | +21.1% | +25.7% |
| YTD | +2.3% | -3.2% | +5.5% | +2.6% |
| 1Y | +39.0% | -4.4% | +43.4% | +39.9% |
| 3Y | -4.6% | +51.6% | -56.3% | -21.0% |
| 5Y | -42.7% | +21.1% | -63.8% | -48.0% |
| 10Y | +433.6% | +177.7% | +255.9% | +258.2% |
| All | +4,028.1% | +1,082.2% | +2,945.9% | +2,019.0% |
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