+20.1%
SM vs SSNC
+169.0%
-148.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.9% |
| 7D | +2.1% | -6.7% | +8.9% | +7.7% |
| 30D | +18.1% | -0.8% | +18.9% | +18.2% |
| 3M | +17.0% | +16.1% | +0.9% | +1.5% |
| 6M | +55.4% | +7.9% | +47.5% | +40.7% |
| YTD | +108.6% | -8.7% | +117.3% | +114.5% |
| 1Y | +45.7% | -9.5% | +55.2% | +49.7% |
| 3Y | -0.3% | +47.7% | -48.0% | -34.9% |
| 5Y | +113.0% | +17.6% | +95.4% | +65.8% |
| All | +20.1% | +169.0% | -148.8% | -35.3% |
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