+974.2%
RSG vs SSNC
+1,037.0%
-62.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.5% |
| 7D | -0.7% | -1.8% | +1.0% | -0.3% |
| 30D | +3.3% | +1.9% | +1.4% | +2.8% |
| 3M | +8.5% | +18.4% | -9.9% | +3.6% |
| 6M | -3.5% | +7.0% | -10.5% | -5.6% |
| YTD | +5.5% | -6.9% | +12.4% | +6.6% |
| 1Y | -1.7% | -8.2% | +6.4% | -0.4% |
| 3Y | +56.9% | +50.5% | +6.4% | +38.9% |
| 5Y | +89.4% | +17.4% | +72.0% | +76.5% |
| 10Y | +412.5% | +164.9% | +247.6% | +282.0% |
| All | +974.2% | +1,037.0% | -62.8% | +424.3% |
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 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