+335.4%
SAN vs SSNC
+169.0%
+166.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.8% | -6.7% | +4.0% | +0.8% |
| 30D | -0.5% | -0.8% | +0.3% | -0.2% |
| 3M | +22.7% | +16.1% | +6.7% | +12.4% |
| 6M | +28.8% | +7.9% | +20.8% | +22.2% |
| YTD | +26.3% | -8.7% | +35.0% | +30.8% |
| 1Y | +48.8% | -9.5% | +58.3% | +54.3% |
| 3Y | +347.2% | +47.7% | +299.5% | +248.5% |
| 5Y | +383.8% | +17.6% | +366.1% | +322.7% |
| All | +335.4% | +169.0% | +166.5% | +163.9% |
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 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