+409.6%
SIMO vs SSNC
+177.4%
+232.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -8.2% | -4.5% | -3.7% | -6.7% |
| 30D | -34.6% | -3.9% | -30.7% | -34.1% |
| 3M | -32.6% | -1.3% | -31.3% | -33.0% |
| 6M | -31.8% | +14.1% | -46.0% | -37.0% |
| YTD | +87.6% | -9.9% | +97.5% | +89.5% |
| 1Y | +86.7% | -6.2% | +92.9% | +85.1% |
| 3Y | +227.4% | +56.1% | +171.4% | +160.5% |
| 5Y | +173.0% | +5.4% | +167.6% | +152.8% |
| 10Y | +409.6% | +172.3% | +237.3% | +237.7% |
| All | +409.6% | +177.4% | +232.2% | +237.7% |
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