-1.5%
SM vs SSNC
+7.5%
-9.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -17.3% | -1.9% | -15.4% | -17.0% |
| 3M | -3.6% | -0.2% | -3.4% | -4.4% |
| 6M | +2.9% | +19.4% | -16.5% | -8.0% |
| YTD | +70.2% | -8.1% | +78.3% | +75.3% |
| 1Y | +66.5% | -5.3% | +71.8% | +67.8% |
| 3Y | -8.2% | +56.9% | -65.1% | -33.5% |
| 5Y | -1.5% | +8.0% | -9.5% | -15.1% |
| All | -1.5% | +7.5% | -9.0% | -15.1% |
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