+210.0%
SHEL vs SSNC
+173.6%
+36.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +4.1% | -4.0% | +8.2% | +5.6% |
| 30D | +8.4% | +0.5% | +7.9% | +8.0% |
| 3M | +13.7% | +18.9% | -5.2% | +5.8% |
| 6M | +12.7% | +10.8% | +1.9% | +7.2% |
| YTD | +35.3% | -7.1% | +42.4% | +37.0% |
| 1Y | +39.4% | -9.6% | +49.0% | +42.3% |
| 3Y | +71.5% | +51.1% | +20.4% | +37.9% |
| 5Y | +195.0% | +19.7% | +175.4% | +155.8% |
| All | +210.0% | +173.6% | +36.4% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling