+3,625.8%
SOXX vs SSNC
+1,015.4%
+2,610.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +3.0% | -6.7% | +9.8% | +6.5% |
| 30D | -3.1% | -0.8% | -2.3% | -3.0% |
| 3M | -4.4% | +16.1% | -20.5% | -13.2% |
| 6M | +52.9% | +7.9% | +44.9% | +42.8% |
| YTD | +72.0% | -8.7% | +80.7% | +74.3% |
| 1Y | +105.1% | -9.5% | +114.6% | +108.1% |
| 3Y | +220.6% | +47.7% | +172.9% | +150.3% |
| 5Y | +244.8% | +17.6% | +227.2% | +203.9% |
| 10Y | +1,537.1% | +167.7% | +1,369.4% | +880.1% |
| All | +3,625.8% | +1,015.4% | +2,610.4% | +1,096.6% |
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