+1,956.1%
SNPS vs SSNC
+1,013.9%
+942.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.0% |
| 7D | -0.6% | -2.5% | +1.9% | +0.5% |
| 30D | -9.8% | -2.7% | -7.1% | -9.2% |
| 3M | +11.7% | -0.8% | +12.6% | +11.3% |
| 6M | -10.9% | +15.5% | -26.5% | -18.0% |
| YTD | -2.1% | -8.8% | +6.7% | +0.3% |
| 1Y | +14.8% | -5.8% | +20.6% | +15.8% |
| 3Y | -11.3% | +55.7% | -67.0% | -28.8% |
| 5Y | +36.2% | +6.7% | +29.5% | +28.7% |
| 10Y | +684.5% | +184.0% | +500.5% | +407.3% |
| All | +1,956.1% | +1,013.9% | +942.2% | +742.4% |
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