+286.6%
SONY vs SSNC
+173.6%
+113.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -2.7% | -4.0% | +1.4% | -1.1% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | +13.0% | +18.9% | -5.9% | +5.4% |
| 6M | +11.2% | +10.8% | +0.4% | +6.2% |
| YTD | -6.6% | -7.1% | +0.5% | -4.9% |
| 1Y | -18.1% | -9.6% | -8.5% | -15.9% |
| 3Y | +42.1% | +51.1% | -9.0% | +18.5% |
| 5Y | +11.0% | +19.7% | -8.6% | -0.2% |
| All | +286.6% | +173.6% | +113.0% | +162.9% |
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