+3.6%
SM vs SSNC
+1,022.7%
-1,019.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | -17.3% | -1.9% | -15.4% | -16.7% |
| 3M | -3.6% | -0.2% | -3.4% | -4.5% |
| 6M | +2.9% | +19.4% | -16.5% | -11.8% |
| YTD | +70.2% | -8.1% | +78.3% | +72.4% |
| 1Y | +66.5% | -5.3% | +71.8% | +64.6% |
| 3Y | -8.2% | +56.9% | -65.1% | -38.6% |
| 5Y | -1.5% | +8.0% | -9.5% | -14.8% |
| 10Y | +11.9% | +183.6% | -171.7% | -43.9% |
| All | +3.6% | +1,022.7% | -1,019.1% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling