+111.9%
SPG vs SSNC
+51.8%
+60.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.7% |
| 30D | -4.9% | +1.9% | -6.9% | -5.9% |
| 3M | +3.3% | +18.4% | -15.1% | -4.5% |
| 6M | +11.2% | +7.0% | +4.3% | +7.7% |
| YTD | +17.1% | -6.9% | +24.0% | +21.2% |
| 1Y | +21.6% | -8.2% | +29.8% | +26.8% |
| 3Y | +111.9% | +50.5% | +61.3% | +65.1% |
| All | +111.9% | +51.8% | +60.1% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling