+882.1%
SGI vs SSNC
+1,082.2%
-200.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +8.5% | +0.6% | +7.9% | +8.1% |
| 30D | +0.7% | +6.0% | -5.4% | -3.1% |
| 3M | +0.6% | +21.0% | -20.4% | -11.9% |
| 6M | -17.9% | +12.1% | -30.0% | -24.7% |
| YTD | -21.2% | -3.2% | -17.9% | -21.0% |
| 1Y | -18.9% | -4.4% | -14.5% | -18.4% |
| 3Y | +52.6% | +51.6% | +1.0% | +12.2% |
| 5Y | +60.7% | +21.1% | +39.6% | +36.5% |
| 10Y | +278.1% | +177.7% | +100.4% | +103.0% |
| All | +882.1% | +1,082.2% | -200.1% | +148.6% |
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