+162.0%
SO vs SSNC
+162.7%
-0.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.4% |
| 7D | 0.0% | -3.9% | +3.9% | +0.9% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | -4.2% | +15.9% | -20.1% | -7.5% |
| 6M | -7.7% | +7.5% | -15.1% | -9.6% |
| YTD | +3.8% | -8.2% | +12.0% | +5.0% |
| 1Y | +0.1% | -9.3% | +9.4% | +1.4% |
| 3Y | +44.2% | +48.5% | -4.2% | +28.1% |
| 5Y | +57.9% | +16.0% | +41.9% | +46.5% |
| 10Y | +162.0% | +169.2% | -7.2% | +105.8% |
| All | +162.0% | +162.7% | -0.7% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling