-16.6%
SLB vs SSNC
+177.4%
-194.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.7% | -4.5% | +0.8% | -1.4% |
| 30D | +2.9% | -3.9% | +6.8% | +4.2% |
| 3M | +0.2% | -1.3% | +1.6% | -0.1% |
| 6M | -4.4% | +14.1% | -18.6% | -12.4% |
| YTD | +33.4% | -9.9% | +43.3% | +37.2% |
| 1Y | +40.8% | -6.2% | +47.0% | +41.4% |
| 3Y | +3.2% | +56.1% | -52.9% | -23.0% |
| 5Y | +64.8% | +5.4% | +59.4% | +49.4% |
| 10Y | -16.6% | +172.3% | -188.9% | -44.3% |
| All | -16.6% | +177.4% | -194.0% | -44.3% |
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