+56.2%
RIG vs SSNC
+19.2%
+37.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.6% |
| 7D | -3.1% | -4.0% | +1.0% | -1.1% |
| 30D | -0.5% | +0.5% | -1.1% | -1.0% |
| 3M | -6.0% | +18.9% | -24.9% | -15.4% |
| 6M | -10.1% | +10.8% | -21.0% | -16.3% |
| YTD | +37.3% | -7.1% | +44.4% | +41.2% |
| 1Y | +73.9% | -9.6% | +83.5% | +81.6% |
| 3Y | -30.2% | +51.1% | -81.2% | -49.5% |
| All | +56.2% | +19.2% | +37.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling