+156.7%
SIMO vs SSNC
+6.8%
+149.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.3% |
| 7D | -22.0% | -3.3% | -18.7% | -21.5% |
| 30D | -43.0% | -1.3% | -41.8% | -43.2% |
| 3M | -39.1% | -2.3% | -36.8% | -39.4% |
| 6M | -33.3% | +12.6% | -45.9% | -36.5% |
| YTD | +77.0% | -10.1% | +87.1% | +83.5% |
| 1Y | +73.0% | -6.6% | +79.6% | +76.1% |
| 3Y | +215.7% | +54.0% | +161.8% | +162.3% |
| All | +156.7% | +6.8% | +149.9% | +165.6% |
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