+70.0%
SHEL vs SSNC
+46.7%
+23.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.9% | -6.7% | +10.7% | +4.7% |
| 30D | +7.0% | -0.8% | +7.8% | +6.9% |
| 3M | +12.5% | +16.1% | -3.6% | +10.3% |
| 6M | +14.8% | +7.9% | +6.8% | +13.4% |
| YTD | +34.2% | -8.7% | +42.9% | +36.3% |
| 1Y | +37.0% | -9.5% | +46.5% | +39.4% |
| All | +70.0% | +46.7% | +23.3% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling