-22.1%
RMD vs SSNC
+15.9%
-38.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -4.7% | -3.9% | -0.8% | -3.1% |
| 30D | +0.2% | -0.2% | +0.4% | +0.3% |
| 3M | +12.0% | +15.9% | -3.9% | +5.1% |
| 6M | -12.5% | +7.5% | -20.0% | -15.5% |
| YTD | -7.9% | -8.2% | +0.3% | -5.2% |
| 1Y | -20.4% | -9.3% | -11.0% | -17.8% |
| 3Y | +53.1% | +48.5% | +4.7% | +22.5% |
| 5Y | -22.1% | +16.0% | -38.1% | -29.1% |
| All | -22.1% | +15.9% | -38.0% | -29.1% |
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 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