+131.0%
SNY vs SSNC
+1,034.4%
-903.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -3.3% | -4.0% | +0.7% | -2.2% |
| 30D | -2.2% | +0.5% | -2.7% | -2.3% |
| 3M | -3.0% | +18.9% | -22.0% | -7.8% |
| 6M | +2.7% | +10.8% | -8.1% | -0.6% |
| YTD | -6.8% | -7.1% | +0.3% | -5.7% |
| 1Y | -5.3% | -9.6% | +4.3% | -3.5% |
| 3Y | -9.8% | +51.1% | -60.8% | -21.3% |
| 5Y | +9.7% | +19.7% | -10.0% | +0.6% |
| 10Y | +64.5% | +172.3% | -107.8% | +12.0% |
| All | +131.0% | +1,034.4% | -903.4% | -6.5% |
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