+141.9%
RY vs SSNC
+21.4%
+120.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | -0.3% | +6.0% | -6.4% | -2.3% |
| 3M | +8.7% | +21.0% | -12.3% | +1.2% |
| 6M | +28.5% | +12.1% | +16.4% | +22.9% |
| YTD | +25.1% | -3.2% | +28.3% | +26.1% |
| 1Y | +46.3% | -4.4% | +50.7% | +47.9% |
| 3Y | +154.9% | +51.6% | +103.3% | +107.9% |
| All | +141.9% | +21.4% | +120.5% | +108.8% |
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