+109.0%
SPG vs SSNC
+184.6%
-75.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +2.0% | +2.3% | -0.3% | +0.6% |
| 30D | +17.2% | -3.1% | +20.4% | +19.1% |
| 3M | +6.3% | -2.7% | +9.1% | +7.4% |
| 6M | +18.7% | +23.7% | -5.0% | +2.4% |
| YTD | +30.1% | -8.0% | +38.1% | +33.4% |
| 1Y | +32.8% | -4.7% | +37.5% | +32.9% |
| 3Y | +133.6% | +58.0% | +75.6% | +65.4% |
| 5Y | +84.4% | +8.0% | +76.4% | +65.2% |
| All | +109.0% | +184.6% | -75.7% | +28.6% |
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 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