+19.5%
SPG vs SSNC
-9.9%
+29.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.2% | -6.7% | +4.5% | -0.9% |
| 30D | -5.8% | -0.8% | -5.0% | -5.7% |
| 3M | -2.8% | +16.1% | -18.9% | -5.8% |
| 6M | +8.9% | +7.9% | +0.9% | +6.8% |
| YTD | +14.3% | -8.7% | +23.0% | +15.3% |
| 1Y | +19.5% | -9.5% | +29.0% | +24.4% |
| All | +19.5% | -9.9% | +29.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling