-77.8%
SNAP vs SSNC
+150.6%
-228.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +2.2% |
| 7D | +1.5% | -1.8% | +3.3% | +2.9% |
| 30D | +1.9% | +1.9% | 0.0% | +0.4% |
| 3M | -3.9% | +18.4% | -22.3% | -16.0% |
| 6M | +5.2% | +7.0% | -1.7% | -0.8% |
| YTD | -32.7% | -6.9% | -25.8% | -29.5% |
| 1Y | -24.8% | -8.2% | -16.6% | -20.8% |
| 3Y | -42.2% | +50.5% | -92.7% | -58.9% |
| 5Y | -92.7% | +17.4% | -110.1% | -93.7% |
| All | -77.8% | +150.6% | -228.5% | -87.1% |
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