+537.2%
RY vs SSNC
+998.3%
-461.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -0.9% | -3.3% | +2.4% | +0.2% |
| 30D | +5.9% | -1.3% | +7.1% | +6.1% |
| 3M | -4.3% | -2.3% | -2.0% | -3.8% |
| 6M | +12.1% | +12.6% | -0.5% | +6.8% |
| YTD | +20.3% | -10.1% | +30.4% | +22.8% |
| 1Y | +41.0% | -6.6% | +47.6% | +42.0% |
| 3Y | +157.5% | +54.0% | +103.6% | +117.0% |
| 5Y | +123.2% | +7.0% | +116.2% | +109.5% |
| 10Y | +365.7% | +176.7% | +189.0% | +216.8% |
| All | +537.2% | +998.3% | -461.1% | +161.2% |
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