+527.3%
RTX vs SSNC
+1,021.7%
-494.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | +8.4% | -2.6% | +11.0% | +9.4% |
| 3M | -10.7% | -0.6% | -10.1% | -10.7% |
| 6M | +11.7% | +19.9% | -8.2% | +3.3% |
| YTD | +9.3% | -8.2% | +17.5% | +11.3% |
| 1Y | +13.3% | -5.5% | +18.8% | +13.9% |
| 3Y | +156.1% | +56.8% | +99.3% | +106.7% |
| 5Y | +148.5% | +7.8% | +140.7% | +129.2% |
| 10Y | +263.6% | +183.3% | +80.3% | +133.8% |
| All | +527.3% | +1,021.7% | -494.4% | +141.9% |
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