+25.6%
SM vs SSNC
+1,037.0%
-1,011.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.4% | +6.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.9% |
| 30D | +31.5% | +1.9% | +29.6% | +29.2% |
| 3M | +17.3% | +18.4% | -1.1% | +2.1% |
| 6M | +48.5% | +7.0% | +41.6% | +37.1% |
| YTD | +106.3% | -6.9% | +113.2% | +108.3% |
| 1Y | +47.3% | -8.2% | +55.5% | +49.2% |
| 3Y | -1.4% | +50.5% | -52.0% | -31.8% |
| 5Y | +114.0% | +17.4% | +96.7% | +75.1% |
| 10Y | +12.5% | +164.9% | -152.4% | -41.1% |
| All | +25.6% | +1,037.0% | -1,011.4% | -71.5% |
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