-1.4%
SM vs SSNC
+51.8%
-53.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.4% | +5.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | +31.5% | +1.9% | +29.6% | +30.3% |
| 3M | +17.3% | +18.4% | -1.1% | +9.0% |
| 6M | +48.5% | +7.0% | +41.6% | +44.2% |
| YTD | +106.3% | -6.9% | +113.2% | +115.7% |
| 1Y | +47.3% | -8.2% | +55.5% | +55.3% |
| 3Y | -1.4% | +50.5% | -52.0% | -18.8% |
| All | -1.4% | +51.8% | -53.2% | -18.8% |
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 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