-53.2%
S vs SSNC
+22.6%
-75.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.5% |
| 7D | -7.7% | +0.6% | -8.3% | -8.3% |
| 30D | -5.3% | +6.0% | -11.4% | -10.3% |
| 3M | +20.3% | +21.0% | -0.7% | -0.1% |
| 6M | +47.4% | +12.1% | +35.3% | +31.7% |
| YTD | +32.5% | -3.2% | +35.8% | +36.0% |
| 1Y | +9.5% | -4.4% | +13.9% | +13.2% |
| 3Y | +15.5% | +51.6% | -36.1% | -27.7% |
| 5Y | -71.2% | +21.1% | -92.3% | -74.8% |
| All | -53.2% | +22.6% | -75.8% | -57.9% |
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