-4.4%
RMD vs SSNC
+7.5%
-11.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | +2.3% | -0.2% | +1.1% |
| 30D | +2.1% | -3.1% | +5.2% | +3.2% |
| 3M | +6.2% | -2.7% | +9.0% | +7.2% |
| 6M | +19.4% | +23.7% | -4.3% | +8.4% |
| YTD | +0.5% | -8.0% | +8.6% | +3.2% |
| 1Y | -3.9% | -4.7% | +0.8% | -3.0% |
| 3Y | +72.5% | +58.0% | +14.6% | +32.2% |
| All | -4.4% | +7.5% | -11.9% | -9.4% |
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