+182.6%
SLV vs SSNC
+51.8%
+130.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.5% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | +3.3% | +1.9% | +1.3% | +3.2% |
| 3M | -3.6% | +18.4% | -22.0% | -4.7% |
| 6M | -21.8% | +7.0% | -28.8% | -22.0% |
| YTD | -7.8% | -6.9% | -0.9% | -6.6% |
| 1Y | +58.3% | -8.2% | +66.4% | +61.0% |
| 3Y | +182.6% | +50.5% | +132.1% | +166.4% |
| All | +182.6% | +51.8% | +130.8% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling