+33.8%
SM vs SSNC
-3.0%
+36.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.4% |
| 30D | +25.6% | +6.0% | +19.5% | +25.9% |
| 3M | +8.0% | +21.0% | -12.9% | +8.8% |
| 6M | +50.8% | +12.1% | +38.7% | +52.1% |
| YTD | +97.9% | -3.2% | +101.1% | +99.7% |
| 1Y | +33.8% | -4.4% | +38.2% | +39.2% |
| All | +33.8% | -3.0% | +36.8% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling