+226.8%
SOXX vs SSNC
+49.3%
+177.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +1.4% | -4.0% | +5.4% | +2.4% |
| 30D | -3.6% | +0.5% | -4.1% | -3.9% |
| 3M | -10.2% | +18.9% | -29.1% | -15.1% |
| 6M | +54.2% | +10.8% | +43.4% | +50.0% |
| YTD | +75.2% | -7.1% | +82.4% | +88.0% |
| 1Y | +107.5% | -9.6% | +117.1% | +126.5% |
| 3Y | +226.8% | +51.1% | +175.7% | +168.3% |
| All | +226.8% | +49.3% | +177.5% | +168.3% |
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 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