+100.5%
SIMO vs SSNC
-3.9%
+104.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -10.7% |
| 7D | -16.9% | -1.1% | -15.7% | -17.5% |
| 30D | -35.4% | +0.6% | -36.0% | -34.5% |
| 3M | -31.9% | -1.5% | -30.4% | -31.7% |
| 6M | -19.3% | +15.8% | -35.1% | -7.2% |
| YTD | +98.5% | -8.0% | +106.4% | +129.3% |
| 1Y | +100.5% | -5.8% | +106.3% | +126.5% |
| All | +100.5% | -3.9% | +104.5% | +126.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling