-16.5%
SOUN vs SSNC
+25.2%
-41.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -2.1% |
| 7D | -7.1% | -4.0% | -3.1% | -3.2% |
| 30D | -15.4% | +0.5% | -15.9% | -16.0% |
| 3M | -10.6% | +18.9% | -29.5% | -28.0% |
| 6M | -19.6% | +10.8% | -30.5% | -29.9% |
| YTD | -37.2% | -7.1% | -30.1% | -33.1% |
| 1Y | -57.1% | -9.6% | -47.5% | -52.9% |
| 3Y | +178.2% | +51.1% | +127.2% | +70.7% |
| All | -16.5% | +25.2% | -41.8% | -8.1% |
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