+742.7%
RMD vs SSNC
+1,037.0%
-294.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -1.8% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | +4.6% | +1.9% | +2.7% | +3.9% |
| 3M | +14.8% | +18.4% | -3.6% | +8.0% |
| 6M | -12.1% | +7.0% | -19.0% | -14.5% |
| YTD | -7.5% | -6.9% | -0.5% | -5.8% |
| 1Y | -20.1% | -8.2% | -11.9% | -18.4% |
| 3Y | +53.9% | +50.5% | +3.4% | +30.3% |
| 5Y | -22.2% | +17.4% | -39.6% | -28.9% |
| 10Y | +268.2% | +164.9% | +103.3% | +147.3% |
| All | +742.7% | +1,037.0% | -294.3% | +219.2% |
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