+474.4%
SO vs SSNC
+1,000.8%
-526.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.1% | -4.5% | +3.4% | -0.4% |
| 30D | +8.6% | -3.9% | +12.5% | +9.2% |
| 3M | +1.8% | -1.3% | +3.1% | +1.9% |
| 6M | +3.6% | +14.1% | -10.5% | +1.0% |
| YTD | +9.9% | -9.9% | +19.8% | +11.1% |
| 1Y | +5.7% | -6.2% | +11.9% | +6.1% |
| 3Y | +52.5% | +56.1% | -3.6% | +39.2% |
| 5Y | +77.3% | +5.4% | +71.9% | +70.9% |
| 10Y | +186.8% | +172.3% | +14.5% | +141.4% |
| All | +474.4% | +1,000.8% | -526.4% | +312.5% |
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