+1,721.0%
SPGI vs SSNC
+1,000.8%
+720.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.9% | -4.5% | +3.6% | +1.3% |
| 30D | +15.5% | -3.9% | +19.4% | +17.4% |
| 3M | +15.7% | -1.3% | +17.0% | +16.2% |
| 6M | +19.1% | +14.1% | +4.9% | +11.4% |
| YTD | -4.1% | -9.9% | +5.8% | +0.2% |
| 1Y | +1.2% | -6.2% | +7.4% | +3.7% |
| 3Y | +31.6% | +56.1% | -24.5% | +6.5% |
| 5Y | +12.4% | +5.4% | +7.1% | +7.1% |
| 10Y | +334.3% | +172.3% | +162.0% | +175.9% |
| All | +1,721.0% | +1,000.8% | +720.2% | +572.3% |
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