+447.8%
SCHG vs SSNC
+173.6%
+274.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.1% |
| 7D | -1.0% | -4.0% | +3.0% | +0.9% |
| 30D | -1.3% | +0.5% | -1.8% | -1.6% |
| 3M | +5.4% | +18.9% | -13.5% | -3.7% |
| 6M | +14.4% | +10.8% | +3.6% | +7.7% |
| YTD | +8.0% | -7.1% | +15.2% | +10.3% |
| 1Y | +12.7% | -9.6% | +22.3% | +16.4% |
| 3Y | +85.6% | +51.1% | +34.5% | +46.4% |
| 5Y | +85.5% | +19.7% | +65.9% | +62.9% |
| All | +447.8% | +173.6% | +274.3% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling