+373.9%
RY vs SSNC
+164.2%
+209.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | +0.6% |
| 7D | +2.7% | -1.8% | +4.5% | +3.4% |
| 30D | -1.0% | +1.9% | -2.9% | -1.8% |
| 3M | +7.6% | +18.4% | -10.7% | +0.6% |
| 6M | +29.5% | +7.0% | +22.5% | +25.2% |
| YTD | +24.2% | -6.9% | +31.1% | +26.0% |
| 1Y | +46.4% | -8.2% | +54.6% | +49.0% |
| 3Y | +159.4% | +50.5% | +108.9% | +115.2% |
| 5Y | +141.8% | +17.4% | +124.5% | +116.9% |
| 10Y | +373.9% | +164.9% | +209.0% | +228.9% |
| All | +373.9% | +164.2% | +209.7% | +228.9% |
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