+1,934.9%
SNPS vs SSNC
+1,023.6%
+911.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.1% | +2.3% | -1.3% | 0.0% |
| 30D | -5.2% | -3.1% | -2.0% | -4.4% |
| 3M | +10.6% | -2.7% | +13.3% | +11.1% |
| 6M | -10.6% | +23.7% | -34.3% | -20.3% |
| YTD | -3.1% | -8.0% | +4.9% | -1.1% |
| 1Y | +15.6% | -4.7% | +20.3% | +15.9% |
| 3Y | -12.9% | +58.0% | -70.9% | -30.5% |
| 5Y | +31.2% | +8.0% | +23.2% | +23.3% |
| 10Y | +663.4% | +183.8% | +479.6% | +393.1% |
| All | +1,934.9% | +1,023.6% | +911.3% | +730.5% |
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 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