-54.3%
S vs SSNC
+16.3%
-70.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +1.3% |
| 7D | -1.2% | -3.9% | +2.7% | +2.3% |
| 30D | -12.6% | -0.2% | -12.4% | -12.4% |
| 3M | +27.6% | +15.9% | +11.6% | +10.1% |
| 6M | +35.5% | +7.5% | +28.0% | +25.7% |
| YTD | +29.6% | -8.2% | +37.8% | +39.5% |
| 1Y | +8.1% | -9.3% | +17.5% | +17.3% |
| 3Y | +14.8% | +48.5% | -33.7% | -27.1% |
| 5Y | -70.6% | +16.0% | -86.6% | -72.9% |
| All | -54.3% | +16.3% | -70.5% | -56.8% |
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 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