+115.9%
SPG vs SSNC
+186.8%
-70.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +16.6% | -1.9% | +18.5% | +17.5% |
| 3M | +8.1% | -0.2% | +8.2% | +7.4% |
| 6M | +19.3% | +19.4% | -0.1% | +5.2% |
| YTD | +31.1% | -8.1% | +39.2% | +34.5% |
| 1Y | +32.8% | -5.3% | +38.0% | +33.4% |
| 3Y | +135.8% | +56.9% | +78.9% | +67.7% |
| 5Y | +85.1% | +8.0% | +77.1% | +65.8% |
| 10Y | +115.9% | +183.6% | -67.7% | +33.2% |
| All | +115.9% | +186.8% | -70.9% | +33.2% |
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