-53.7%
SMR vs SSNC
+13.0%
-66.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -8.3% | +2.3% | -10.6% | -9.4% |
| 30D | -20.1% | -3.1% | -17.0% | -19.1% |
| 3M | -52.7% | -2.7% | -49.9% | -52.6% |
| 6M | -61.0% | +23.7% | -84.7% | -67.3% |
| YTD | -67.1% | -8.0% | -59.1% | -66.0% |
| 1Y | -79.9% | -4.7% | -75.2% | -79.7% |
| 3Y | +101.7% | +58.0% | +43.7% | +50.8% |
| All | -53.7% | +13.0% | -66.7% | -65.4% |
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