+230.9%
SPOT vs SSNC
+46.7%
+184.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -6.9% | -6.7% | -0.1% | -4.4% |
| 30D | +4.1% | -0.8% | +4.9% | +4.5% |
| 3M | +3.7% | +16.1% | -12.4% | -2.0% |
| 6M | -1.6% | +7.9% | -9.6% | -4.8% |
| YTD | -10.2% | -8.7% | -1.5% | -7.9% |
| 1Y | -25.9% | -9.5% | -16.4% | -23.8% |
| All | +230.9% | +46.7% | +184.2% | +215.0% |
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