+58.7%
SO vs SSNC
+18.8%
+40.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.3% |
| 30D | -3.2% | +1.9% | -5.1% | -3.5% |
| 3M | -1.7% | +18.4% | -20.1% | -4.6% |
| 6M | -7.2% | +7.0% | -14.2% | -8.5% |
| YTD | +4.6% | -6.9% | +11.5% | +5.7% |
| 1Y | +1.2% | -8.2% | +9.4% | +2.5% |
| 3Y | +45.3% | +50.5% | -5.3% | +29.9% |
| 5Y | +58.7% | +17.4% | +41.3% | +40.4% |
| All | +58.7% | +18.8% | +40.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling