+1,729.8%
SPGI vs SSNC
+1,013.9%
+715.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +1.6% | -2.5% | +4.1% | +2.8% |
| 30D | +16.1% | -2.7% | +18.8% | +17.3% |
| 3M | +15.5% | -0.8% | +16.3% | +15.7% |
| 6M | +19.6% | +15.5% | +4.1% | +11.3% |
| YTD | -3.6% | -8.8% | +5.2% | +0.1% |
| 1Y | +2.2% | -5.8% | +8.0% | +4.6% |
| 3Y | +30.1% | +55.7% | -25.6% | +5.4% |
| 5Y | +14.9% | +6.7% | +8.3% | +8.9% |
| 10Y | +334.0% | +184.0% | +150.0% | +171.4% |
| All | +1,729.8% | +1,013.9% | +715.9% | +571.8% |
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