+209.8%
RSP vs SSNC
+162.7%
+47.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -1.8% | -3.9% | +2.1% | -0.1% |
| 30D | -2.5% | -0.2% | -2.4% | -2.5% |
| 3M | +3.0% | +15.9% | -12.9% | -4.1% |
| 6M | +8.9% | +7.5% | +1.4% | +4.5% |
| YTD | +13.0% | -8.2% | +21.2% | +15.8% |
| 1Y | +16.2% | -9.3% | +25.6% | +19.5% |
| 3Y | +52.7% | +48.5% | +4.2% | +23.9% |
| 5Y | +50.5% | +16.0% | +34.5% | +34.4% |
| 10Y | +209.8% | +169.2% | +40.7% | +107.6% |
| All | +209.8% | +162.7% | +47.2% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling