-14.4%
SMR vs SSNC
+14.1%
-28.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -16.6% |
| 7D | -11.2% | -4.0% | -7.2% | -9.6% |
| 30D | -10.2% | +0.5% | -10.7% | -11.0% |
| 3M | -10.0% | +18.9% | -29.0% | -21.2% |
| 6M | -30.5% | +10.8% | -41.3% | -36.0% |
| YTD | -39.2% | -7.1% | -32.1% | -37.0% |
| 1Y | -75.5% | -9.6% | -65.9% | -74.3% |
| 3Y | +45.4% | +51.1% | -5.6% | +11.4% |
| All | -14.4% | +14.1% | -28.5% | -35.9% |
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