-4.1%
SAP vs SSNC
-6.2%
+2.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | +1.6% | -4.5% | +6.1% | +5.0% |
| 30D | +10.5% | -3.9% | +14.4% | +12.8% |
| 3M | +15.2% | -1.3% | +16.5% | +15.1% |
| 6M | +36.7% | +14.1% | +22.5% | +22.0% |
| YTD | -0.6% | -9.9% | +9.3% | +1.5% |
| All | -4.1% | -6.2% | +2.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling