+1,929.1%
ROST vs SSNC
+1,082.2%
+846.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -8.9% | +6.0% | -14.9% | -10.9% |
| 3M | -0.8% | +21.0% | -21.8% | -8.0% |
| 6M | +8.5% | +12.1% | -3.6% | +3.2% |
| YTD | +28.6% | -3.2% | +31.8% | +28.7% |
| 1Y | +52.3% | -4.4% | +56.7% | +52.8% |
| 3Y | +94.8% | +51.6% | +43.2% | +61.3% |
| 5Y | +110.8% | +21.1% | +89.7% | +88.1% |
| 10Y | +304.5% | +177.7% | +126.9% | +176.3% |
| All | +1,929.1% | +1,082.2% | +846.9% | +877.8% |
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