+4,507.3%
SITM vs SSNC
+47.7%
+4,459.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +1.5% |
| 7D | +8.4% | -1.8% | +10.1% | +10.0% |
| 30D | -17.4% | +1.9% | -19.3% | -19.5% |
| 3M | -9.8% | +18.4% | -28.2% | -27.2% |
| 6M | +83.0% | +7.0% | +76.0% | +60.8% |
| YTD | +69.6% | -6.9% | +76.5% | +70.3% |
| 1Y | +144.9% | -8.2% | +153.1% | +147.9% |
| 3Y | +429.9% | +50.5% | +379.3% | +211.9% |
| 5Y | +169.2% | +17.4% | +151.8% | +117.7% |
| All | +4,507.3% | +47.7% | +4,459.6% | +2,712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling