+11.2%
SPYG vs SSNC
-3.9%
+15.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -2.8% | -1.1% | -1.6% | -2.7% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | -3.6% | -1.5% | -2.1% | -3.6% |
| 6M | +4.8% | +15.8% | -11.0% | +3.9% |
| YTD | +11.0% | -8.0% | +18.9% | +15.4% |
| 1Y | +11.2% | -5.8% | +17.1% | +14.3% |
| All | +11.2% | -3.9% | +15.2% | +14.3% |
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