+1,046.1%
SBUX vs SSNC
+1,037.0%
+9.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.5% | -0.9% |
| 7D | -3.9% | -1.8% | -2.1% | -3.2% |
| 30D | -2.8% | +1.9% | -4.7% | -3.6% |
| 3M | +8.2% | +18.4% | -10.2% | +0.6% |
| 6M | +4.3% | +7.0% | -2.7% | +0.6% |
| YTD | +23.3% | -6.9% | +30.3% | +25.2% |
| 1Y | +24.3% | -8.2% | +32.5% | +26.6% |
| 3Y | +15.5% | +50.5% | -35.1% | -3.8% |
| 5Y | -2.7% | +17.4% | -20.1% | -11.8% |
| 10Y | +128.8% | +164.9% | -36.1% | +51.6% |
| All | +1,046.1% | +1,037.0% | +9.1% | +381.8% |
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