-71.5%
S vs SSNC
+18.8%
-90.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | +1.4% |
| 7D | -5.8% | -1.8% | -4.0% | -4.3% |
| 30D | -9.2% | +1.9% | -11.1% | -10.8% |
| 3M | +23.4% | +18.4% | +5.0% | +3.8% |
| 6M | +36.9% | +7.0% | +30.0% | +27.3% |
| YTD | +29.5% | -6.9% | +36.5% | +38.0% |
| 1Y | +5.4% | -8.2% | +13.6% | +13.3% |
| 3Y | +14.7% | +50.5% | -35.8% | -30.1% |
| 5Y | -71.5% | +17.4% | -88.9% | -74.5% |
| All | -71.5% | +18.8% | -90.3% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling