+555.8%
ROKU vs SSNC
+119.0%
+436.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | -2.6% | -6.7% | +4.1% | +2.4% |
| 30D | +2.1% | -0.8% | +2.9% | +2.5% |
| 3M | +31.8% | +16.1% | +15.7% | +16.3% |
| 6M | +53.3% | +7.9% | +45.3% | +42.0% |
| YTD | +42.1% | -8.7% | +50.8% | +48.6% |
| 1Y | +62.3% | -9.5% | +71.8% | +70.0% |
| 3Y | +84.6% | +47.7% | +37.0% | +35.7% |
| 5Y | -53.1% | +17.6% | -70.7% | -59.2% |
| All | +555.8% | +119.0% | +436.8% | +456.9% |
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 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