+572.0%
RSP vs SSNC
+1,082.2%
-510.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.3% | +6.0% | -6.4% | -2.6% |
| 3M | +4.3% | +21.0% | -16.7% | -3.8% |
| 6M | +8.8% | +12.1% | -3.3% | +3.2% |
| YTD | +15.3% | -3.2% | +18.5% | +15.3% |
| 1Y | +18.3% | -4.4% | +22.6% | +18.7% |
| 3Y | +52.8% | +51.6% | +1.2% | +26.5% |
| 5Y | +51.7% | +21.1% | +30.6% | +35.7% |
| 10Y | +208.5% | +177.7% | +30.8% | +98.7% |
| All | +572.0% | +1,082.2% | -510.2% | +149.5% |
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