+499.6%
SMTC vs SSNC
+169.0%
+330.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | +17.5% | -6.7% | +24.3% | +22.6% |
| 30D | +21.3% | -0.8% | +22.1% | +20.7% |
| 3M | +3.1% | +16.1% | -12.9% | -10.8% |
| 6M | +81.7% | +7.9% | +73.7% | +63.3% |
| YTD | +115.9% | -8.7% | +124.6% | +117.4% |
| 1Y | +157.8% | -9.5% | +167.3% | +160.4% |
| 3Y | +557.3% | +47.7% | +509.6% | +363.5% |
| 5Y | +114.7% | +17.6% | +97.0% | +77.6% |
| All | +499.6% | +169.0% | +330.6% | +218.2% |
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