-100.0%
SPXU vs SSNC
+1,021.3%
-1,121.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | -0.1% |
| 7D | +1.3% | -3.9% | +5.2% | -2.8% |
| 30D | +5.1% | -0.2% | +5.3% | +5.2% |
| 3M | -9.1% | +15.9% | -25.1% | +6.8% |
| 6M | -29.6% | +7.5% | -37.0% | -23.5% |
| YTD | -27.7% | -8.2% | -19.5% | -33.7% |
| 1Y | -37.0% | -9.3% | -27.6% | -42.5% |
| 3Y | -80.2% | +48.5% | -128.6% | -63.6% |
| 5Y | -86.0% | +16.0% | -102.0% | -74.8% |
| 10Y | -99.5% | +169.2% | -268.7% | -96.7% |
| All | -100.0% | +1,021.3% | -1,121.3% | -99.2% |
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