-91.6%
RIG vs SSNC
+1,037.0%
-1,128.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +0.5% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | +9.5% | +1.9% | +7.6% | +8.2% |
| 3M | -6.6% | +18.4% | -25.0% | -15.8% |
| 6M | -2.9% | +7.0% | -9.8% | -8.1% |
| YTD | +39.5% | -6.9% | +46.4% | +41.0% |
| 1Y | +82.3% | -8.2% | +90.4% | +84.7% |
| 3Y | -29.6% | +50.5% | -80.1% | -45.9% |
| 5Y | +63.2% | +17.4% | +45.8% | +42.1% |
| 10Y | -45.0% | +164.9% | -209.9% | -64.7% |
| All | -91.6% | +1,037.0% | -1,128.6% | -96.7% |
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