+112.2%
SM vs SSNC
+15.9%
+96.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | -0.2% | -3.9% | +3.7% | +1.6% |
| 30D | +20.3% | -0.2% | +20.5% | +20.0% |
| 3M | +22.9% | +15.9% | +7.0% | +12.3% |
| 6M | +47.8% | +7.5% | +40.4% | +39.9% |
| YTD | +107.5% | -8.2% | +115.7% | +114.9% |
| 1Y | +51.7% | -9.3% | +61.1% | +57.9% |
| 3Y | -0.9% | +48.5% | -49.3% | -25.9% |
| 5Y | +112.2% | +16.0% | +96.2% | +78.5% |
| All | +112.2% | +15.9% | +96.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling