+8,434.7%
SHOP vs SSNC
+209.1%
+8,225.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.6% |
| 30D | +0.6% | +6.0% | -5.5% | -4.2% |
| 3M | +25.0% | +21.0% | +4.1% | +5.2% |
| 6M | +11.9% | +12.1% | -0.2% | +0.8% |
| YTD | -9.9% | -3.2% | -6.6% | -8.0% |
| 1Y | 0.0% | -4.4% | +4.3% | +2.9% |
| 3Y | +117.5% | +51.6% | +65.9% | +53.7% |
| 5Y | -6.6% | +21.1% | -27.7% | -17.8% |
| 10Y | +3,320.3% | +177.7% | +3,142.6% | +1,595.8% |
| All | +8,434.7% | +209.1% | +8,225.6% | +4,449.8% |
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