+502.4%
SPG vs SSNC
+1,000.8%
-498.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +5.1% | -4.5% | +9.6% | +7.3% |
| 30D | +16.8% | -3.9% | +20.7% | +18.7% |
| 3M | +5.7% | -1.3% | +7.0% | +5.8% |
| 6M | +17.8% | +14.1% | +3.7% | +9.5% |
| YTD | +30.1% | -9.9% | +40.0% | +33.9% |
| 1Y | +32.8% | -6.2% | +39.0% | +34.0% |
| 3Y | +137.2% | +56.1% | +81.1% | +87.4% |
| 5Y | +81.5% | +5.4% | +76.1% | +70.2% |
| 10Y | +116.5% | +172.3% | -55.8% | +45.7% |
| All | +502.4% | +1,000.8% | -498.4% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling