+762.5%
SPY vs SSNC
+1,023.6%
-261.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.6% | +2.3% | +0.3% | +1.8% |
| 30D | -2.0% | -3.1% | +1.1% | -1.1% |
| 3M | -2.8% | -2.7% | 0.0% | -2.1% |
| 6M | +2.1% | +23.7% | -21.5% | -6.6% |
| YTD | +11.5% | -8.0% | +19.5% | +13.2% |
| 1Y | +13.5% | -4.7% | +18.2% | +13.6% |
| 3Y | +77.7% | +58.0% | +19.7% | +46.0% |
| 5Y | +72.6% | +8.0% | +64.6% | +61.4% |
| 10Y | +308.2% | +183.8% | +124.3% | +169.6% |
| All | +762.5% | +1,023.6% | -261.0% | +256.1% |
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