+445.6%
SITM vs SSNC
+46.7%
+398.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +4.8% | -6.7% | +11.6% | +8.9% |
| 30D | -9.7% | -0.8% | -8.9% | -9.7% |
| 3M | -9.3% | +16.1% | -25.4% | -19.2% |
| 6M | +69.5% | +7.9% | +61.6% | +59.1% |
| YTD | +70.5% | -8.7% | +79.2% | +86.5% |
| 1Y | +145.3% | -9.5% | +154.7% | +169.8% |
| All | +445.6% | +46.7% | +398.9% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling