-99.5%
SPXS vs SSNC
+173.6%
-273.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -0.3% |
| 7D | +2.5% | -4.0% | +6.5% | -2.4% |
| 30D | +4.2% | +0.5% | +3.7% | +5.3% |
| 3M | -9.3% | +18.9% | -28.2% | +12.2% |
| 6M | -30.7% | +10.8% | -41.5% | -21.3% |
| YTD | -28.1% | -7.1% | -20.9% | -34.8% |
| 1Y | -35.1% | -9.6% | -25.5% | -42.8% |
| 3Y | -79.6% | +51.1% | -130.6% | -58.4% |
| 5Y | -86.3% | +19.7% | -105.9% | -72.6% |
| All | -99.5% | +173.6% | -273.1% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling