+54.0%
ROST vs SSNC
-8.1%
+62.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | +0.2% | -4.0% | +4.3% | +0.9% |
| 30D | -6.9% | +0.5% | -7.4% | -7.0% |
| 3M | -3.3% | +18.9% | -22.2% | -6.2% |
| 6M | +9.0% | +10.8% | -1.8% | +6.5% |
| YTD | +28.9% | -7.1% | +36.0% | +27.9% |
| 1Y | +54.0% | -9.6% | +63.6% | +50.1% |
| All | +54.0% | -8.1% | +62.1% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling