+301.1%
RMBS vs SSNC
+1,021.3%
-720.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +3.5% | -3.9% | +7.3% | +5.4% |
| 30D | -8.6% | -0.2% | -8.4% | -8.8% |
| 3M | -40.3% | +15.9% | -56.2% | -46.0% |
| 6M | -1.0% | +7.5% | -8.4% | -7.9% |
| YTD | -4.6% | -8.2% | +3.6% | -2.9% |
| 1Y | +17.6% | -9.3% | +26.9% | +20.2% |
| 3Y | +58.6% | +48.5% | +10.2% | +26.2% |
| 5Y | +270.9% | +16.0% | +254.9% | +231.4% |
| 10Y | +569.1% | +169.2% | +399.9% | +284.5% |
| All | +301.1% | +1,021.3% | -720.1% | +3.2% |
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