+162.3%
SOXL vs SSNC
+19.2%
+143.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +2.5% |
| 7D | +3.9% | -4.0% | +7.9% | +10.3% |
| 30D | -14.3% | +0.5% | -14.8% | -16.6% |
| 3M | -45.6% | +18.9% | -64.5% | -66.6% |
| 6M | +117.2% | +10.8% | +106.4% | +41.6% |
| YTD | +189.8% | -7.1% | +197.0% | +163.9% |
| 1Y | +317.7% | -9.6% | +327.4% | +295.9% |
| 3Y | +478.6% | +51.1% | +427.6% | +68.9% |
| All | +162.3% | +19.2% | +143.1% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling