+363.5%
SE vs SSNC
+109.5%
+254.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -2.0% |
| 30D | -20.9% | -3.1% | -17.8% | -19.8% |
| 3M | -38.9% | -2.7% | -36.1% | -38.4% |
| 6M | -19.4% | +23.7% | -43.1% | -32.2% |
| YTD | -40.9% | -8.0% | -32.9% | -39.1% |
| 1Y | -46.2% | -4.7% | -41.5% | -46.0% |
| 3Y | +63.7% | +58.0% | +5.7% | +11.4% |
| 5Y | -77.9% | +8.0% | -85.9% | -79.9% |
| All | +363.5% | +109.5% | +254.0% | +211.9% |
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