+177.0%
SAN vs SSNC
+1,082.2%
-905.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +1.8% | +0.6% | +1.1% | +1.5% |
| 30D | +2.0% | +6.0% | -4.1% | -1.0% |
| 3M | +19.7% | +21.0% | -1.2% | +8.1% |
| 6M | +30.6% | +12.1% | +18.5% | +22.2% |
| YTD | +28.8% | -3.2% | +32.1% | +29.3% |
| 1Y | +57.8% | -4.4% | +62.1% | +58.7% |
| 3Y | +338.1% | +51.6% | +286.5% | +245.5% |
| 5Y | +384.2% | +21.1% | +363.1% | +323.9% |
| 10Y | +353.1% | +177.7% | +175.5% | +160.4% |
| All | +177.0% | +1,082.2% | -905.2% | -17.3% |
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