-19.6%
SAP vs SSNC
-9.9%
-9.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -5.1% | -6.7% | +1.6% | -0.3% |
| 30D | -1.8% | -0.8% | -1.0% | -1.2% |
| 3M | +20.9% | +16.1% | +4.9% | +9.1% |
| 6M | +7.0% | +7.9% | -1.0% | -0.2% |
| YTD | -13.7% | -8.7% | -5.0% | -14.0% |
| 1Y | -19.6% | -9.5% | -10.1% | -18.4% |
| All | -19.6% | -9.9% | -9.7% | -18.4% |
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