+354.2%
SAN vs SSNC
+51.8%
+302.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +1.1% |
| 7D | +3.3% | -1.8% | +5.1% | +4.1% |
| 30D | +1.1% | +1.9% | -0.8% | +0.3% |
| 3M | +22.2% | +18.4% | +3.8% | +13.4% |
| 6M | +36.0% | +7.0% | +29.1% | +31.9% |
| YTD | +28.2% | -6.9% | +35.2% | +32.1% |
| 1Y | +54.1% | -8.2% | +62.3% | +59.6% |
| 3Y | +354.2% | +50.5% | +303.7% | +269.8% |
| All | +354.2% | +51.8% | +302.4% | +269.8% |
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