+319.5%
SN vs SSNC
+52.6%
+266.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | -9.3% | +0.6% | -10.0% | -9.6% |
| 30D | -4.8% | +6.0% | -10.8% | -7.9% |
| 3M | +40.4% | +21.0% | +19.5% | +25.2% |
| 6M | +50.9% | +12.1% | +38.9% | +40.9% |
| YTD | +54.9% | -3.2% | +58.2% | +59.3% |
| 1Y | +43.0% | -4.4% | +47.4% | +48.1% |
| 3Y | +391.8% | +51.6% | +340.2% | +263.0% |
| All | +319.5% | +52.6% | +266.9% | +212.4% |
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 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