-73.1%
SMR vs SSNC
-3.0%
-70.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.5% |
| 7D | +4.4% | +0.6% | +3.8% | +4.4% |
| 30D | +3.4% | +6.0% | -2.6% | +3.7% |
| 3M | -19.2% | +21.0% | -40.1% | -17.5% |
| 6M | -22.6% | +12.1% | -34.7% | -20.4% |
| YTD | -31.5% | -3.2% | -28.3% | -31.9% |
| 1Y | -73.1% | -4.4% | -68.7% | -74.5% |
| All | -73.1% | -3.0% | -70.1% | -74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling