+549.7%
SAP vs SSNC
+1,000.8%
-451.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | -4.5% | +6.1% | +3.6% |
| 30D | +10.5% | -3.9% | +14.4% | +12.2% |
| 3M | +15.2% | -1.3% | +16.5% | +15.6% |
| 6M | +36.7% | +14.1% | +22.5% | +29.6% |
| YTD | -0.6% | -9.9% | +9.3% | +3.5% |
| 1Y | -4.1% | -6.2% | +2.1% | -1.8% |
| 3Y | +73.2% | +56.1% | +17.2% | +43.6% |
| 5Y | +74.1% | +5.4% | +68.7% | +66.3% |
| 10Y | +222.9% | +172.3% | +50.6% | +113.4% |
| All | +549.7% | +1,000.8% | -451.1% | +153.2% |
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