+112.0%
ROST vs SSNC
+7.5%
+104.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.6% |
| 30D | +0.5% | -3.1% | +3.6% | +1.6% |
| 3M | -5.2% | -2.7% | -2.5% | -4.4% |
| 6M | +9.8% | +23.7% | -13.8% | +0.5% |
| YTD | +29.4% | -8.0% | +37.4% | +32.5% |
| 1Y | +44.4% | -4.7% | +49.1% | +45.4% |
| 3Y | +95.0% | +58.0% | +37.0% | +50.2% |
| All | +112.0% | +7.5% | +104.4% | +108.5% |
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