+3,781.0%
SHOP vs SSNC
+184.6%
+3,596.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.2% | +2.3% | -3.5% | -3.2% |
| 30D | -14.7% | -3.1% | -11.6% | -13.0% |
| 3M | -7.2% | -2.7% | -4.5% | -5.6% |
| 6M | +54.2% | +23.7% | +30.5% | +25.0% |
| YTD | -8.6% | -8.0% | -0.6% | -3.2% |
| 1Y | +0.5% | -4.7% | +5.2% | +3.2% |
| 3Y | +135.9% | +58.0% | +78.0% | +55.1% |
| 5Y | -11.9% | +8.0% | -19.9% | -16.8% |
| All | +3,781.0% | +184.6% | +3,596.4% | +1,706.4% |
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 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