-41.8%
SIRI vs SSNC
+19.2%
-61.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | +0.6% | -4.0% | +4.6% | +2.2% |
| 30D | +2.5% | +0.5% | +2.0% | +2.2% |
| 3M | +6.6% | +18.9% | -12.3% | -1.2% |
| 6M | +32.9% | +10.8% | +22.0% | +26.5% |
| YTD | +50.5% | -7.1% | +57.6% | +54.4% |
| 1Y | +28.0% | -9.6% | +37.6% | +32.9% |
| 3Y | -22.4% | +51.1% | -73.5% | -35.3% |
| All | -41.8% | +19.2% | -61.0% | -48.9% |
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