+277.5%
SHEL vs SSNC
+1,037.0%
-759.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.4% | +3.8% |
| 7D | +1.9% | -1.8% | +3.7% | +2.5% |
| 30D | +8.7% | +1.9% | +6.7% | +7.8% |
| 3M | +11.0% | +18.4% | -7.4% | +4.1% |
| 6M | +14.6% | +7.0% | +7.6% | +10.8% |
| YTD | +33.3% | -6.9% | +40.2% | +34.5% |
| 1Y | +37.9% | -8.2% | +46.0% | +39.4% |
| 3Y | +69.7% | +50.5% | +19.2% | +41.1% |
| 5Y | +190.1% | +17.4% | +172.8% | +159.0% |
| 10Y | +197.0% | +164.9% | +32.1% | +96.1% |
| All | +277.5% | +1,037.0% | -759.5% | +55.6% |
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