+63.7%
SPG vs SSNC
+162.7%
-99.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.6% |
| 7D | -1.7% | -3.9% | +2.2% | +0.6% |
| 30D | -6.3% | -0.2% | -6.1% | -6.4% |
| 3M | -2.4% | +15.9% | -18.4% | -11.7% |
| 6M | +9.6% | +7.5% | +2.2% | +3.4% |
| YTD | +14.2% | -8.2% | +22.4% | +17.8% |
| 1Y | +19.3% | -9.3% | +28.6% | +23.6% |
| 3Y | +106.7% | +48.5% | +58.3% | +53.6% |
| 5Y | +104.2% | +16.0% | +88.2% | +75.2% |
| 10Y | +63.7% | +169.2% | -105.5% | +1.2% |
| All | +63.7% | +162.7% | -99.0% | +1.2% |
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