+8,039.4%
SIMO vs SSNC
+1,082.2%
+6,957.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.1% |
| 7D | +4.2% | +0.6% | +3.6% | +3.9% |
| 30D | +4.1% | +6.0% | -2.0% | +1.7% |
| 3M | -12.9% | +21.0% | -33.8% | -20.4% |
| 6M | +110.3% | +12.1% | +98.3% | +96.9% |
| YTD | +178.6% | -3.2% | +181.8% | +174.8% |
| 1Y | +220.0% | -4.4% | +224.4% | +216.8% |
| 3Y | +409.0% | +51.6% | +357.4% | +315.1% |
| 5Y | +277.3% | +21.1% | +256.2% | +231.8% |
| 10Y | +506.6% | +177.7% | +328.9% | +265.1% |
| All | +8,039.4% | +1,082.2% | +6,957.2% | +2,335.3% |
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