+4,789.7%
SITM vs SSNC
+47.4%
+4,742.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +3.9% |
| 7D | +3.9% | -4.0% | +7.9% | +8.0% |
| 30D | -6.6% | +0.5% | -7.1% | -7.7% |
| 3M | -11.9% | +18.9% | -30.8% | -29.1% |
| 6M | +81.1% | +10.8% | +70.3% | +53.5% |
| YTD | +80.0% | -7.1% | +87.1% | +81.2% |
| 1Y | +145.8% | -9.6% | +155.4% | +153.2% |
| 3Y | +475.9% | +51.1% | +424.8% | +237.6% |
| 5Y | +189.2% | +19.7% | +169.6% | +129.9% |
| All | +4,789.7% | +47.4% | +4,742.3% | +2,893.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling