+179.0%
SAP vs SSNC
+162.7%
+16.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -0.3% | -3.9% | +3.6% | +1.7% |
| 30D | +0.3% | -0.2% | +0.5% | +0.4% |
| 3M | +16.9% | +15.9% | +1.0% | +9.2% |
| 6M | +6.3% | +7.5% | -1.1% | +2.9% |
| YTD | -12.4% | -8.2% | -4.2% | -9.1% |
| 1Y | -21.6% | -9.3% | -12.3% | -18.3% |
| 3Y | +54.8% | +48.5% | +6.3% | +27.4% |
| 5Y | +56.2% | +16.0% | +40.2% | +41.3% |
| 10Y | +179.0% | +169.2% | +9.9% | +85.3% |
| All | +179.0% | +162.7% | +16.4% | +85.3% |
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 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