+16.5%
SNPS vs SSNC
+18.8%
-2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +2.0% |
| 7D | -5.5% | -1.8% | -3.7% | -4.5% |
| 30D | -5.8% | +1.9% | -7.7% | -7.0% |
| 3M | -17.2% | +18.4% | -35.6% | -26.6% |
| 6M | -10.4% | +7.0% | -17.3% | -15.2% |
| YTD | -16.5% | -6.9% | -9.6% | -13.1% |
| 1Y | -35.6% | -8.2% | -27.5% | -32.2% |
| 3Y | -14.6% | +50.5% | -65.1% | -38.2% |
| 5Y | +16.5% | +17.4% | -0.9% | +8.5% |
| All | +16.5% | +18.8% | -2.3% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling