-17.4%
RMBS vs SSNC
-3.9%
-13.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -6.3% |
| 7D | -8.9% | -1.1% | -7.8% | -9.1% |
| 30D | -24.8% | +0.6% | -25.5% | -24.7% |
| 3M | -17.6% | -1.5% | -16.1% | -17.6% |
| 6M | -25.7% | +15.8% | -41.5% | -22.6% |
| YTD | -9.8% | -8.0% | -1.8% | +9.9% |
| 1Y | -17.4% | -5.8% | -11.5% | -2.1% |
| All | -17.4% | -3.9% | -13.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling