+1,537.1%
SOXX vs SSNC
+173.6%
+1,363.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | +1.4% | -4.0% | +5.4% | +3.6% |
| 30D | -3.6% | +0.5% | -4.1% | -4.2% |
| 3M | -10.2% | +18.9% | -29.1% | -20.6% |
| 6M | +54.2% | +10.8% | +43.4% | +40.6% |
| YTD | +75.2% | -7.1% | +82.4% | +76.9% |
| 1Y | +107.5% | -9.6% | +117.1% | +112.3% |
| 3Y | +226.8% | +51.1% | +175.7% | +138.7% |
| 5Y | +251.2% | +19.7% | +231.6% | +197.1% |
| All | +1,537.1% | +173.6% | +1,363.5% | +795.4% |
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