-52.0%
ROKU vs SSNC
+19.2%
-71.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -1.0% |
| 7D | -0.4% | -4.0% | +3.6% | +3.2% |
| 30D | +2.1% | +0.5% | +1.5% | +1.2% |
| 3M | +29.5% | +18.9% | +10.6% | +7.9% |
| 6M | +53.8% | +10.8% | +43.0% | +36.2% |
| YTD | +42.8% | -7.1% | +49.9% | +50.1% |
| 1Y | +60.7% | -9.6% | +70.3% | +72.8% |
| 3Y | +83.9% | +51.1% | +32.8% | +10.8% |
| All | -52.0% | +19.2% | -71.2% | -61.2% |
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 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