+38.3%
S vs SSNC
+58.0%
-19.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.0% | +2.3% | -0.3% | +0.4% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | -6.9% | -2.7% | -4.1% | -6.5% |
| 6M | +38.1% | +23.7% | +14.4% | +14.1% |
| YTD | +48.0% | -8.0% | +56.0% | +55.8% |
| 1Y | +34.5% | -4.7% | +39.2% | +37.0% |
| 3Y | +38.3% | +58.0% | -19.7% | -18.6% |
| All | +38.3% | +58.0% | -19.7% | -18.6% |
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