+447.8%
SN vs SSNC
+45.1%
+402.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +1.5% | +2.3% | -0.8% | +0.3% |
| 30D | +21.5% | -3.1% | +24.6% | +23.2% |
| 3M | +20.0% | -2.7% | +22.8% | +21.3% |
| 6M | +119.9% | +23.7% | +96.2% | +91.4% |
| YTD | +102.3% | -8.0% | +110.3% | +112.9% |
| 1Y | +148.0% | -4.7% | +152.7% | +153.7% |
| 3Y | +450.0% | +58.0% | +392.0% | +292.2% |
| All | +447.8% | +45.1% | +402.7% | +317.5% |
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