+0.2%
SHOP vs SSNC
+7.5%
-7.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.3% |
| 30D | -16.7% | -1.9% | -14.8% | -16.0% |
| 3M | -2.2% | -0.2% | -2.0% | -3.4% |
| 6M | +45.6% | +19.4% | +26.2% | +13.8% |
| YTD | -7.3% | -8.1% | +0.8% | +0.2% |
| 1Y | -6.1% | -5.3% | -0.8% | -2.5% |
| 3Y | +143.3% | +56.9% | +86.4% | +21.4% |
| 5Y | +0.2% | +8.0% | -7.9% | -0.5% |
| All | +0.2% | +7.5% | -7.4% | -0.5% |
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