+145.8%
SITM vs SSNC
-8.1%
+154.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.9% |
| 7D | +3.9% | -4.0% | +7.9% | +2.9% |
| 30D | -6.6% | +0.5% | -7.1% | -6.4% |
| 3M | -11.9% | +18.9% | -30.8% | -7.3% |
| 6M | +81.1% | +10.8% | +70.3% | +93.9% |
| YTD | +80.0% | -7.1% | +87.1% | +98.5% |
| 1Y | +145.8% | -9.6% | +155.4% | +176.6% |
| All | +145.8% | -8.1% | +154.0% | +176.6% |
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 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