+34.5%
SLB vs SSNC
+1,082.2%
-1,047.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +15.8% | +6.0% | +9.8% | +12.7% |
| 3M | -0.3% | +21.0% | -21.3% | -9.1% |
| 6M | +21.3% | +12.1% | +9.3% | +14.0% |
| YTD | +52.3% | -3.2% | +55.5% | +52.1% |
| 1Y | +63.6% | -4.4% | +68.0% | +63.8% |
| 3Y | +3.8% | +51.6% | -47.9% | -17.0% |
| 5Y | +128.6% | +21.1% | +107.6% | +98.6% |
| 10Y | -3.1% | +177.7% | -180.7% | -41.0% |
| All | +34.5% | +1,082.2% | -1,047.7% | -59.8% |
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