+559.3%
ROKU vs SSNC
+122.8%
+436.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.7% |
| 7D | -0.4% | -4.0% | +3.6% | +2.5% |
| 30D | +2.1% | +0.5% | +1.5% | +1.4% |
| 3M | +29.5% | +18.9% | +10.6% | +12.3% |
| 6M | +53.8% | +10.8% | +43.0% | +39.7% |
| YTD | +42.8% | -7.1% | +49.9% | +47.5% |
| 1Y | +60.7% | -9.6% | +70.3% | +68.7% |
| 3Y | +83.9% | +51.1% | +32.8% | +33.0% |
| 5Y | -52.8% | +19.7% | -72.5% | -59.5% |
| All | +559.3% | +122.8% | +436.5% | +452.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling