-17.5%
RUN vs SSNC
+168.4%
-185.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.3% |
| 7D | +1.3% | +0.6% | +0.6% | +0.8% |
| 30D | -15.3% | +6.0% | -21.3% | -18.7% |
| 3M | -40.0% | +21.0% | -61.0% | -48.2% |
| 6M | -27.0% | +12.1% | -39.0% | -34.2% |
| YTD | -51.7% | -3.2% | -48.5% | -52.0% |
| 1Y | -45.9% | -4.4% | -41.5% | -45.9% |
| 3Y | -43.8% | +51.6% | -95.4% | -60.1% |
| 5Y | -80.5% | +21.1% | -101.6% | -83.6% |
| 10Y | +45.3% | +177.7% | -132.4% | -17.3% |
| All | -17.5% | +168.4% | -185.9% | -54.0% |
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