+162.9%
RTX vs SSNC
+15.9%
+147.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.2% |
| 7D | -1.6% | -3.9% | +2.3% | -0.5% |
| 30D | -11.6% | -0.2% | -11.4% | -11.6% |
| 3M | +9.2% | +15.9% | -6.8% | +4.2% |
| 6M | -4.4% | +7.5% | -11.9% | -6.9% |
| YTD | +8.9% | -8.2% | +17.1% | +10.9% |
| 1Y | +32.1% | -9.3% | +41.5% | +34.9% |
| 3Y | +151.2% | +48.5% | +102.8% | +116.5% |
| 5Y | +162.9% | +16.0% | +146.9% | +142.1% |
| All | +162.9% | +15.9% | +147.0% | +142.1% |
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