+45.3%
SO vs SSNC
+51.8%
-6.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | -3.2% | +1.9% | -5.1% | -3.4% |
| 3M | -1.7% | +18.4% | -20.1% | -3.7% |
| 6M | -7.2% | +7.0% | -14.2% | -8.0% |
| YTD | +4.6% | -6.9% | +11.5% | +5.9% |
| 1Y | +1.2% | -8.2% | +9.4% | +2.7% |
| 3Y | +45.3% | +50.5% | -5.3% | +28.3% |
| All | +45.3% | +51.8% | -6.5% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling