+320.9%
SIRI vs SSNC
+1,021.3%
-700.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -3.9% | -3.9% | 0.0% | -2.5% |
| 30D | -0.8% | -0.2% | -0.7% | -0.9% |
| 3M | +4.3% | +15.9% | -11.6% | -1.6% |
| 6M | +34.1% | +7.5% | +26.6% | +29.5% |
| YTD | +47.3% | -8.2% | +55.5% | +50.3% |
| 1Y | +22.9% | -9.3% | +32.3% | +25.9% |
| 3Y | -24.6% | +48.5% | -73.0% | -35.5% |
| 5Y | -43.2% | +16.0% | -59.2% | -47.9% |
| 10Y | -12.3% | +169.2% | -181.5% | -41.2% |
| All | +320.9% | +1,021.3% | -700.4% | +78.6% |
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 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