+601.8%
SMTC vs SSNC
+47.5%
+554.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +22.5% | -3.9% | +26.4% | +24.0% |
| 30D | +24.9% | -0.2% | +25.1% | +24.0% |
| 3M | +4.1% | +15.9% | -11.8% | -5.3% |
| 6M | +92.6% | +7.5% | +85.1% | +84.1% |
| YTD | +122.5% | -8.2% | +130.7% | +142.4% |
| 1Y | +166.2% | -9.3% | +175.6% | +193.6% |
| All | +601.8% | +47.5% | +554.3% | +328.4% |
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 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