+323.8%
SN vs SSNC
+46.8%
+276.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +3.1% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | -5.6% | +1.9% | -7.5% | -6.7% |
| 3M | +48.1% | +18.4% | +29.7% | +33.3% |
| 6M | +57.6% | +7.0% | +50.7% | +51.0% |
| YTD | +56.5% | -6.9% | +63.4% | +64.3% |
| 1Y | +52.6% | -8.2% | +60.7% | +61.5% |
| 3Y | +412.0% | +50.5% | +361.4% | +274.8% |
| All | +323.8% | +46.8% | +276.9% | +222.1% |
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