-4.8%
SLB vs SSNC
+164.2%
-169.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.3% |
| 7D | +0.4% | -1.8% | +2.2% | +1.3% |
| 30D | +13.6% | +1.9% | +11.7% | +12.3% |
| 3M | +1.5% | +18.4% | -16.9% | -7.6% |
| 6M | +23.0% | +7.0% | +16.1% | +17.3% |
| YTD | +51.2% | -6.9% | +58.2% | +54.2% |
| 1Y | +63.5% | -8.2% | +71.7% | +67.3% |
| 3Y | +2.5% | +50.5% | -48.0% | -21.2% |
| 5Y | +139.2% | +17.4% | +121.8% | +105.0% |
| 10Y | -4.8% | +164.9% | -169.7% | -38.4% |
| All | -4.8% | +164.2% | -169.0% | -38.4% |
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