+174.0%
SITM vs SSNC
+14.9%
+159.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +4.8% | -6.7% | +11.6% | +11.9% |
| 30D | -9.7% | -0.8% | -8.9% | -9.7% |
| 3M | -9.3% | +16.1% | -25.4% | -25.5% |
| 6M | +69.5% | +7.9% | +61.6% | +47.9% |
| YTD | +70.5% | -8.7% | +79.2% | +78.3% |
| 1Y | +145.3% | -9.5% | +154.7% | +157.1% |
| 3Y | +432.8% | +47.7% | +385.1% | +188.9% |
| 5Y | +174.0% | +17.6% | +156.4% | +131.9% |
| All | +174.0% | +14.9% | +159.1% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling