-79.4%
SNAP vs SSNC
+142.7%
-222.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | -7.3% | -4.5% | -2.9% | -3.9% |
| 30D | -18.9% | -3.9% | -15.1% | -16.7% |
| 3M | -5.3% | -1.3% | -3.9% | -4.7% |
| 6M | -16.9% | +14.1% | -31.1% | -25.8% |
| YTD | -37.4% | -9.9% | -27.5% | -33.0% |
| 1Y | -38.5% | -6.2% | -32.3% | -36.2% |
| 3Y | -55.1% | +56.1% | -111.1% | -69.1% |
| 5Y | -90.8% | +5.4% | -96.2% | -91.4% |
| All | -79.4% | +142.7% | -222.0% | -87.7% |
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