+589.4%
SE vs SSNC
+120.4%
+469.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -6.1% | +0.6% | -6.7% | -6.5% |
| 30D | -2.5% | +6.0% | -8.5% | -6.5% |
| 3M | +21.7% | +21.0% | +0.7% | +5.4% |
| 6M | +27.0% | +12.1% | +14.9% | +15.6% |
| YTD | -12.1% | -3.2% | -8.9% | -11.6% |
| 1Y | -40.9% | -4.4% | -36.6% | -40.2% |
| 3Y | +191.0% | +51.6% | +139.4% | +106.9% |
| 5Y | -68.3% | +21.1% | -89.4% | -72.9% |
| All | +589.4% | +120.4% | +469.0% | +352.7% |
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