+43.3%
SHEL vs SSNC
-3.9%
+47.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.4% |
| 7D | -3.2% | -1.1% | -2.0% | -3.2% |
| 30D | +5.5% | +0.6% | +4.9% | +5.5% |
| 3M | +14.4% | -1.5% | +15.9% | +14.1% |
| 6M | +16.2% | +15.8% | +0.3% | +16.7% |
| YTD | +42.4% | -8.0% | +50.4% | +35.6% |
| 1Y | +43.3% | -5.8% | +49.1% | +36.5% |
| All | +43.3% | -3.9% | +47.2% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling