+368.8%
SNXX vs SSNC
-5.2%
+374.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -3.3% |
| 7D | -12.0% | -4.0% | -8.0% | -19.7% |
| 30D | +37.9% | +0.5% | +37.4% | +41.0% |
| 3M | -52.7% | +18.9% | -71.6% | -10.5% |
| 6M | +194.8% | +10.8% | +184.0% | +426.2% |
| All | +368.8% | -5.2% | +374.0% | +632.8% |
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