+265.3%
SAN vs SSNC
+184.2%
+81.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | -9.4% | -2.6% | -6.7% | -8.5% |
| 3M | -17.1% | -0.6% | -16.5% | -17.4% |
| 6M | +2.2% | +19.9% | -17.7% | -8.7% |
| YTD | +6.0% | -8.2% | +14.2% | +8.8% |
| 1Y | +12.7% | -5.5% | +18.3% | +13.9% |
| 3Y | +242.1% | +56.8% | +185.4% | +156.7% |
| 5Y | +293.6% | +7.8% | +285.8% | +258.2% |
| All | +265.3% | +184.2% | +81.1% | +125.4% |
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