+562.9%
RY vs SSNC
+1,082.2%
-519.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 6M | +28.5% | +12.1% | +16.4% | +22.8% |
| YTD | +25.1% | -3.2% | +28.3% | +25.0% |
| 1Y | +46.3% | -4.4% | +50.7% | +46.5% |
| 3Y | +154.9% | +51.6% | +103.3% | +116.7% |
| 5Y | +140.3% | +21.1% | +119.2% | +117.0% |
| 10Y | +377.0% | +177.7% | +199.4% | +223.5% |
| All | +562.9% | +1,082.2% | -519.3% | +166.0% |
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