+7.5%
SMR vs SSNC
+12.7%
-5.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.5% |
| 7D | +13.1% | -3.9% | +17.0% | +15.2% |
| 30D | +17.8% | -0.2% | +17.9% | +17.4% |
| 3M | +8.1% | +15.9% | -7.8% | -3.5% |
| 6M | -11.1% | +7.5% | -18.6% | -16.4% |
| YTD | -23.7% | -8.2% | -15.5% | -20.3% |
| 1Y | -69.4% | -9.3% | -60.1% | -67.9% |
| 3Y | +82.6% | +48.5% | +34.2% | +41.4% |
| All | +7.5% | +12.7% | -5.3% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling