+1,817.6%
SMH vs SSNC
+173.6%
+1,644.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | +0.3% | -4.0% | +4.3% | +2.5% |
| 30D | -2.8% | +0.5% | -3.3% | -3.3% |
| 3M | -6.7% | +18.9% | -25.6% | -17.1% |
| 6M | +41.8% | +10.8% | +30.9% | +30.1% |
| YTD | +57.9% | -7.1% | +65.0% | +59.9% |
| 1Y | +87.6% | -9.6% | +97.3% | +92.5% |
| 3Y | +282.9% | +51.1% | +231.9% | +182.4% |
| 5Y | +330.4% | +19.7% | +310.7% | +266.0% |
| All | +1,817.6% | +173.6% | +1,644.0% | +977.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling