+15.6%
SM vs SSNC
+184.2%
-168.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +10.6% | +1.4% | +9.2% | +9.5% |
| 30D | -15.0% | -2.6% | -12.3% | -13.8% |
| 3M | +1.7% | -0.6% | +2.3% | +0.8% |
| 6M | +5.9% | +19.9% | -14.0% | -11.6% |
| YTD | +79.0% | -8.2% | +87.2% | +81.9% |
| 1Y | +84.7% | -5.5% | +90.2% | +82.7% |
| 3Y | -3.5% | +56.8% | -60.2% | -40.6% |
| 5Y | +4.9% | +7.8% | -2.9% | -11.9% |
| All | +15.6% | +184.2% | -168.6% | -39.8% |
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 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