-15.7%
SHOP vs SSNC
+15.9%
-31.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -3.8% |
| 7D | -10.6% | -3.9% | -6.7% | -6.2% |
| 30D | -18.3% | -0.2% | -18.1% | -17.8% |
| 3M | +14.8% | +15.9% | -1.1% | -4.9% |
| 6M | -5.0% | +7.5% | -12.5% | -13.7% |
| YTD | -21.2% | -8.2% | -13.0% | -13.4% |
| 1Y | -11.6% | -9.3% | -2.3% | -1.8% |
| 3Y | +101.2% | +48.5% | +52.8% | +12.9% |
| 5Y | -15.7% | +16.0% | -31.7% | -22.5% |
| All | -15.7% | +15.9% | -31.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling