+778.4%
SPY vs SSNC
+1,082.2%
-303.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | +6.0% | -6.0% | -2.1% |
| 3M | +2.0% | +21.0% | -19.0% | -5.5% |
| 6M | +13.0% | +12.1% | +0.9% | +7.4% |
| YTD | +13.5% | -3.2% | +16.8% | +13.5% |
| 1Y | +20.0% | -4.4% | +24.3% | +20.2% |
| 3Y | +77.2% | +51.6% | +25.6% | +48.3% |
| 5Y | +81.9% | +21.1% | +60.8% | +63.7% |
| 10Y | +314.1% | +177.7% | +136.4% | +174.9% |
| All | +778.4% | +1,082.2% | -303.8% | +257.1% |
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