+4,748.5%
SMH vs SSNC
+1,037.0%
+3,711.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +3.0% |
| 7D | +5.2% | -1.8% | +7.0% | +6.0% |
| 30D | -1.5% | +1.9% | -3.4% | -2.6% |
| 3M | -4.1% | +18.4% | -22.5% | -13.0% |
| 6M | +50.8% | +7.0% | +43.8% | +42.6% |
| YTD | +59.3% | -6.9% | +66.2% | +60.5% |
| 1Y | +94.1% | -8.2% | +102.3% | +96.2% |
| 3Y | +286.7% | +50.5% | +236.2% | +203.8% |
| 5Y | +339.4% | +17.4% | +322.0% | +290.6% |
| 10Y | +1,803.3% | +164.9% | +1,638.3% | +1,090.6% |
| All | +4,748.5% | +1,037.0% | +3,711.5% | +1,676.0% |
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