+478.6%
SOXL vs SSNC
+49.3%
+429.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.0% |
| 7D | +3.9% | -4.0% | +7.9% | +6.8% |
| 30D | -14.3% | +0.5% | -14.8% | -15.4% |
| 3M | -45.6% | +18.9% | -64.5% | -56.9% |
| 6M | +117.2% | +10.8% | +106.4% | +82.0% |
| YTD | +189.8% | -7.1% | +197.0% | +220.1% |
| 1Y | +317.7% | -9.6% | +327.4% | +382.9% |
| 3Y | +478.6% | +51.1% | +427.6% | +233.8% |
| All | +478.6% | +49.3% | +429.4% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling