+16.7%
SLB vs SSNC
+1,013.9%
-997.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.5% |
| 7D | -4.3% | -2.5% | -1.7% | -3.2% |
| 30D | +1.9% | -2.7% | +4.7% | +2.6% |
| 3M | -5.7% | -0.8% | -4.9% | -6.1% |
| 6M | -5.3% | +15.5% | -20.9% | -12.6% |
| YTD | +32.2% | -8.8% | +41.0% | +34.6% |
| 1Y | +38.5% | -5.8% | +44.3% | +38.8% |
| 3Y | +1.1% | +55.7% | -54.6% | -20.6% |
| 5Y | +70.3% | +6.7% | +63.6% | +56.0% |
| 10Y | -17.3% | +184.0% | -201.3% | -50.2% |
| All | +16.7% | +1,013.9% | -997.2% | -64.4% |
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 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