+417.8%
SIMO vs SSNC
+184.2%
+233.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +14.9% | +1.4% | +13.5% | +14.4% |
| 30D | -27.0% | -2.6% | -24.4% | -26.7% |
| 3M | -25.4% | -0.6% | -24.8% | -26.0% |
| 6M | -30.3% | +19.9% | -50.1% | -36.7% |
| YTD | +95.8% | -8.2% | +104.0% | +96.6% |
| 1Y | +100.0% | -5.5% | +105.6% | +98.2% |
| 3Y | +238.3% | +56.8% | +181.5% | +169.2% |
| 5Y | +187.6% | +7.8% | +179.8% | +164.3% |
| All | +417.8% | +184.2% | +233.6% | +240.0% |
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