+111.1%
ROST vs SSNC
+14.9%
+96.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.5% | -6.7% | +4.3% | +0.1% |
| 30D | -10.3% | -0.8% | -9.5% | -10.1% |
| 3M | -2.6% | +16.1% | -18.6% | -8.4% |
| 6M | +6.5% | +7.9% | -1.4% | +2.8% |
| YTD | +25.9% | -8.7% | +34.6% | +29.5% |
| 1Y | +52.3% | -9.5% | +61.8% | +57.0% |
| 3Y | +94.6% | +47.7% | +46.9% | +55.2% |
| 5Y | +111.1% | +17.6% | +93.5% | +89.9% |
| All | +111.1% | +14.9% | +96.2% | +89.9% |
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 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