+42.0%
SOFI vs SSNC
+16.6%
+25.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -2.4% |
| 7D | -2.9% | -3.9% | +1.0% | +1.1% |
| 30D | -4.4% | -0.2% | -4.2% | -4.2% |
| 3M | +5.2% | +15.9% | -10.7% | -11.7% |
| 6M | -7.8% | +7.5% | -15.2% | -16.4% |
| YTD | -33.8% | -8.2% | -25.6% | -29.3% |
| 1Y | -33.3% | -9.3% | -23.9% | -27.7% |
| 3Y | +102.7% | +48.5% | +54.2% | +27.4% |
| 5Y | +10.5% | +16.0% | -5.6% | -8.7% |
| All | +42.0% | +16.6% | +25.5% | +16.0% |
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