+40.3%
RUN vs SSNC
+173.6%
-133.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.1% |
| 7D | -3.7% | -4.0% | +0.3% | -1.0% |
| 30D | -13.0% | +0.5% | -13.5% | -13.6% |
| 3M | -31.8% | +18.9% | -50.7% | -41.2% |
| 6M | -32.2% | +10.8% | -43.1% | -39.1% |
| YTD | -53.5% | -7.1% | -46.3% | -52.5% |
| 1Y | -46.5% | -9.6% | -36.9% | -44.4% |
| 3Y | -37.6% | +51.1% | -88.7% | -57.3% |
| 5Y | -80.9% | +19.7% | -100.5% | -84.1% |
| All | +40.3% | +173.6% | -133.2% | -30.5% |
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 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