+165.5%
SITM vs SSNC
-3.0%
+168.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.3% |
| 7D | +9.7% | +0.6% | +9.1% | +9.9% |
| 30D | +12.7% | +6.0% | +6.7% | +14.2% |
| 3M | -13.4% | +21.0% | -34.4% | -8.2% |
| 6M | +59.6% | +12.1% | +47.5% | +73.5% |
| YTD | +73.3% | -3.2% | +76.5% | +94.1% |
| 1Y | +165.5% | -4.4% | +169.9% | +211.5% |
| All | +165.5% | -3.0% | +168.5% | +211.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling