+44.4%
SITM vs SSNC
-3.9%
+48.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.7% | -9.9% |
| 7D | -19.5% | -1.1% | -18.4% | -19.8% |
| 30D | -43.2% | +0.6% | -43.8% | -42.9% |
| 3M | -30.8% | -1.5% | -29.4% | -30.8% |
| 6M | -28.6% | +15.8% | -44.4% | -23.4% |
| YTD | +14.2% | -8.0% | +22.1% | +27.3% |
| 1Y | +44.4% | -5.8% | +50.2% | +58.9% |
| All | +44.4% | -3.9% | +48.3% | +58.9% |
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 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