-14.9%
SNPS vs SSNC
+47.5%
-62.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | -5.5% | -3.9% | -1.6% | -3.6% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -15.5% | +15.9% | -31.4% | -22.4% |
| 6M | -10.1% | +7.5% | -17.5% | -13.8% |
| YTD | -16.3% | -8.2% | -8.1% | -11.4% |
| 1Y | -34.9% | -9.3% | -25.6% | -30.4% |
| All | -14.9% | +47.5% | -62.4% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling