+246.7%
SONY vs SSNC
+1,021.3%
-774.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -4.9% | -3.9% | -1.0% | -3.5% |
| 30D | -1.6% | -0.2% | -1.4% | -1.5% |
| 3M | +10.0% | +15.9% | -5.9% | +3.8% |
| 6M | +8.4% | +7.5% | +1.0% | +4.8% |
| YTD | -8.4% | -8.2% | -0.2% | -6.5% |
| 1Y | -18.4% | -9.3% | -9.0% | -16.4% |
| 3Y | +41.0% | +48.5% | -7.5% | +19.4% |
| 5Y | +9.3% | +16.0% | -6.7% | +0.1% |
| 10Y | +281.7% | +169.2% | +112.5% | +147.7% |
| All | +246.7% | +1,021.3% | -774.6% | +39.3% |
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 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