+82.0%
SPY vs SSNC
+14.9%
+67.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -6.7% | +4.8% | +0.9% |
| 30D | -1.7% | -0.8% | -0.8% | -1.4% |
| 3M | +4.7% | +16.1% | -11.3% | -2.5% |
| 6M | +12.5% | +7.9% | +4.6% | +8.0% |
| YTD | +11.7% | -8.7% | +20.4% | +15.7% |
| 1Y | +17.5% | -9.5% | +27.0% | +21.9% |
| 3Y | +76.6% | +47.7% | +28.9% | +39.4% |
| 5Y | +82.0% | +17.6% | +64.4% | +59.8% |
| All | +82.0% | +14.9% | +67.1% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling