-80.7%
RUN vs SSNC
+14.9%
-95.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -3.4% | -6.7% | +3.4% | +2.1% |
| 30D | -14.0% | -0.8% | -13.2% | -13.7% |
| 3M | -27.5% | +16.1% | -43.5% | -37.4% |
| 6M | -29.0% | +7.9% | -36.9% | -35.4% |
| YTD | -53.1% | -8.7% | -44.4% | -50.4% |
| 1Y | -46.7% | -9.5% | -37.2% | -43.4% |
| 3Y | -38.3% | +47.7% | -86.0% | -64.5% |
| 5Y | -80.7% | +17.6% | -98.3% | -84.7% |
| All | -80.7% | +14.9% | -95.6% | -84.7% |
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