+14.7%
S vs SSNC
+51.8%
-37.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | +0.7% |
| 7D | -5.8% | -1.8% | -4.0% | -4.6% |
| 30D | -9.2% | +1.9% | -11.1% | -10.5% |
| 3M | +23.4% | +18.4% | +5.0% | +7.4% |
| 6M | +36.9% | +7.0% | +30.0% | +29.6% |
| YTD | +29.5% | -6.9% | +36.5% | +37.3% |
| 1Y | +5.4% | -8.2% | +13.6% | +12.7% |
| 3Y | +14.7% | +50.5% | -35.8% | -20.0% |
| All | +14.7% | +51.8% | -37.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling