-12.4%
SOUN vs SSNC
+25.5%
-37.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | +1.4% |
| 7D | -4.1% | -1.8% | -2.3% | -2.5% |
| 30D | -18.1% | +1.9% | -20.0% | -19.8% |
| 3M | -12.3% | +18.4% | -30.7% | -29.0% |
| 6M | -18.6% | +7.0% | -25.5% | -25.9% |
| YTD | -34.1% | -6.9% | -27.2% | -30.0% |
| 1Y | -57.0% | -8.2% | -48.9% | -53.8% |
| 3Y | +185.7% | +50.5% | +135.1% | +75.9% |
| All | -12.4% | +25.5% | -37.9% | -3.8% |
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