+754.1%
SGI vs SSNC
+1,023.5%
-269.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -5.3% | +2.3% | -7.6% | -6.7% |
| 30D | -2.1% | -3.1% | +1.0% | -0.3% |
| 3M | -8.2% | -2.7% | -5.4% | -6.8% |
| 6M | -4.6% | +23.7% | -28.2% | -18.1% |
| YTD | -31.5% | -8.0% | -23.4% | -29.3% |
| 1Y | -30.8% | -4.7% | -26.1% | -30.3% |
| 3Y | +67.2% | +58.0% | +9.2% | +19.3% |
| 5Y | +42.5% | +8.0% | +34.5% | +30.2% |
| 10Y | +321.9% | +183.8% | +138.0% | +126.4% |
| All | +754.1% | +1,023.5% | -269.5% | +122.6% |
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