+84.9%
SPYG vs SSNC
+14.9%
+70.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.8% | -6.7% | +4.9% | +1.3% |
| 30D | -1.9% | -0.8% | -1.1% | -1.7% |
| 3M | +5.2% | +16.1% | -10.9% | -2.8% |
| 6M | +15.6% | +7.9% | +7.6% | +10.4% |
| YTD | +12.4% | -8.7% | +21.1% | +16.8% |
| 1Y | +17.5% | -9.5% | +26.9% | +22.3% |
| 3Y | +98.1% | +47.7% | +50.4% | +51.4% |
| 5Y | +84.9% | +17.6% | +67.3% | +64.2% |
| All | +84.9% | +14.9% | +70.0% | +64.2% |
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