-77.7%
SNAP vs SSNC
+160.6%
-238.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | +2.6% | +6.0% | -3.4% | -1.9% |
| 3M | -9.9% | +21.0% | -30.9% | -22.5% |
| 6M | +1.9% | +12.1% | -10.2% | -7.3% |
| YTD | -32.2% | -3.2% | -29.0% | -31.0% |
| 1Y | -22.8% | -4.4% | -18.5% | -21.2% |
| 3Y | -47.6% | +51.6% | -99.2% | -62.9% |
| 5Y | -92.7% | +21.1% | -113.8% | -93.8% |
| All | -77.7% | +160.6% | -238.3% | -87.4% |
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