+42.2%
SGI vs SSNC
+7.9%
+34.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -10.7% | +1.4% | -12.0% | -11.5% |
| 30D | -3.6% | -2.6% | -0.9% | -2.1% |
| 3M | -5.4% | -0.6% | -4.8% | -5.4% |
| 6M | -7.0% | +19.9% | -26.9% | -19.3% |
| YTD | -31.6% | -8.2% | -23.4% | -28.5% |
| 1Y | -33.5% | -5.5% | -28.0% | -32.1% |
| 3Y | +66.5% | +56.8% | +9.7% | +9.3% |
| 5Y | +42.2% | +7.8% | +34.4% | +30.9% |
| All | +42.2% | +7.9% | +34.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling