+96.0%
ROST vs SSNC
+47.5%
+48.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -2.2% | -3.9% | +1.7% | -1.2% |
| 30D | -11.4% | -0.2% | -11.3% | -11.4% |
| 3M | -1.6% | +15.9% | -17.6% | -5.8% |
| 6M | +6.8% | +7.5% | -0.6% | +4.3% |
| YTD | +25.8% | -8.2% | +34.0% | +28.4% |
| 1Y | +52.4% | -9.3% | +61.7% | +56.1% |
| All | +96.0% | +47.5% | +48.4% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling