+56.8%
SAP vs SSNC
+18.8%
+38.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +0.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.8% |
| 30D | +2.6% | +1.9% | +0.7% | +1.5% |
| 3M | +16.3% | +18.4% | -2.1% | +5.9% |
| 6M | +6.4% | +7.0% | -0.6% | +2.1% |
| YTD | -11.4% | -6.9% | -4.5% | -8.8% |
| 1Y | -20.4% | -8.2% | -12.2% | -17.6% |
| 3Y | +56.5% | +50.5% | +6.0% | +22.1% |
| 5Y | +56.8% | +17.4% | +39.4% | +39.5% |
| All | +56.8% | +18.8% | +38.0% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling