+539.6%
SAP vs SSNC
+1,013.9%
-474.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.0% |
| 7D | +1.5% | -2.5% | +4.0% | +2.5% |
| 30D | +8.8% | -2.7% | +11.6% | +9.9% |
| 3M | +12.1% | -0.8% | +12.9% | +12.2% |
| 6M | +34.6% | +15.5% | +19.1% | +27.0% |
| YTD | -2.1% | -8.8% | +6.7% | +1.4% |
| 1Y | -5.5% | -5.8% | +0.3% | -3.4% |
| 3Y | +67.4% | +55.7% | +11.8% | +38.8% |
| 5Y | +74.6% | +6.7% | +67.9% | +65.9% |
| 10Y | +224.0% | +184.0% | +40.0% | +110.9% |
| All | +539.6% | +1,013.9% | -474.3% | +148.0% |
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