+535.0%
RTX vs SSNC
+1,082.2%
-547.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | -9.4% | +6.0% | -15.4% | -11.5% |
| 3M | +12.3% | +21.0% | -8.7% | +3.7% |
| 6M | -3.1% | +12.1% | -15.2% | -8.1% |
| YTD | +10.7% | -3.2% | +13.9% | +10.6% |
| 1Y | +28.4% | -4.4% | +32.8% | +28.7% |
| 3Y | +147.1% | +51.6% | +95.4% | +102.5% |
| 5Y | +167.2% | +21.1% | +146.2% | +135.4% |
| 10Y | +274.7% | +177.7% | +97.0% | +141.4% |
| All | +535.0% | +1,082.2% | -547.2% | +140.4% |
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