+21.7%
SPYG vs SSNC
-3.0%
+24.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +0.4% | +0.6% | -0.3% | +0.3% |
| 30D | -0.4% | +6.0% | -6.5% | -0.9% |
| 3M | +0.5% | +21.0% | -20.4% | -0.6% |
| 6M | +17.5% | +12.1% | +5.4% | +17.5% |
| YTD | +14.3% | -3.2% | +17.6% | +17.2% |
| 1Y | +21.7% | -4.4% | +26.1% | +25.6% |
| All | +21.7% | -3.0% | +24.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling