+699.7%
SMTC vs SSNC
+58.0%
+641.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +11.0% | +2.3% | +8.7% | +10.5% |
| 30D | -28.5% | -3.1% | -25.4% | -28.5% |
| 3M | -14.2% | -2.7% | -11.5% | -14.8% |
| 6M | -18.0% | +23.7% | -41.7% | -28.9% |
| YTD | +55.5% | -8.0% | +63.5% | +68.1% |
| 1Y | +69.5% | -4.7% | +74.2% | +77.1% |
| 3Y | +699.7% | +58.0% | +641.7% | +378.7% |
| All | +699.7% | +58.0% | +641.7% | +378.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling