-19.9%
RUN vs SSNC
+155.1%
-175.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -13.5% | +2.3% | -15.8% | -14.9% |
| 30D | +18.3% | -3.1% | +21.4% | +20.4% |
| 3M | -12.5% | -2.7% | -9.7% | -11.5% |
| 6M | -40.3% | +23.7% | -64.0% | -49.9% |
| YTD | -53.1% | -8.0% | -45.1% | -52.1% |
| 1Y | -54.3% | -4.7% | -49.6% | -54.5% |
| 3Y | -6.5% | +58.0% | -64.5% | -36.5% |
| 5Y | -85.3% | +8.0% | -93.3% | -86.8% |
| 10Y | +68.9% | +183.8% | -114.9% | -2.8% |
| All | -19.9% | +155.1% | -175.0% | -54.1% |
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 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