+14.9%
RRX vs SSNC
+14.9%
0.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -3.7% | -6.7% | +3.0% | +0.3% |
| 30D | -9.3% | -0.8% | -8.5% | -9.1% |
| 3M | -21.8% | +16.1% | -37.8% | -29.7% |
| 6M | -22.0% | +7.9% | -30.0% | -26.9% |
| YTD | +11.9% | -8.7% | +20.6% | +17.7% |
| 1Y | +11.6% | -9.5% | +21.1% | +17.8% |
| 3Y | +2.2% | +47.7% | -45.5% | -25.6% |
| 5Y | +14.9% | +17.6% | -2.8% | -3.0% |
| All | +14.9% | +14.9% | 0.0% | -3.0% |
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