-42.2%
RIG vs SSNC
+173.6%
-215.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.9% |
| 7D | -3.1% | -4.0% | +1.0% | -0.5% |
| 30D | -0.5% | +0.5% | -1.1% | -1.2% |
| 3M | -6.0% | +18.9% | -24.9% | -17.9% |
| 6M | -10.1% | +10.8% | -21.0% | -18.3% |
| YTD | +37.3% | -7.1% | +44.4% | +39.4% |
| 1Y | +73.9% | -9.6% | +83.5% | +79.0% |
| 3Y | -30.2% | +51.1% | -81.2% | -51.5% |
| 5Y | +62.5% | +19.7% | +42.8% | +31.3% |
| All | -42.2% | +173.6% | -215.8% | -63.9% |
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