+748.5%
SMTC vs SSNC
+1,082.2%
-333.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.9% |
| 7D | +12.7% | +0.6% | +12.1% | +12.2% |
| 30D | +22.0% | +6.0% | +15.9% | +17.2% |
| 3M | -12.7% | +21.0% | -33.6% | -24.6% |
| 6M | +64.8% | +12.1% | +52.7% | +47.5% |
| YTD | +100.7% | -3.2% | +103.9% | +95.1% |
| 1Y | +146.9% | -4.4% | +151.3% | +141.2% |
| 3Y | +456.8% | +51.6% | +405.2% | +315.0% |
| 5Y | +89.2% | +21.1% | +68.2% | +61.0% |
| 10Y | +426.9% | +177.7% | +249.2% | +191.5% |
| All | +748.5% | +1,082.2% | -333.7% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling