+1,236.4%
SCCO vs SSNC
+1,021.3%
+215.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +2.4% | -3.9% | +6.3% | +4.0% |
| 30D | +6.4% | -0.2% | +6.6% | +6.2% |
| 3M | +21.6% | +15.9% | +5.6% | +12.7% |
| 6M | +13.4% | +7.5% | +6.0% | +8.2% |
| YTD | +52.6% | -8.2% | +60.8% | +54.4% |
| 1Y | +122.4% | -9.3% | +131.7% | +125.5% |
| 3Y | +208.5% | +48.5% | +160.0% | +148.4% |
| 5Y | +353.9% | +16.0% | +337.9% | +302.2% |
| 10Y | +1,187.3% | +169.2% | +1,018.1% | +685.3% |
| All | +1,236.4% | +1,021.3% | +215.1% | +288.6% |
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