+1,047.6%
SPYG vs SSNC
+1,037.0%
+10.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | -1.6% | +1.9% | -3.5% | -2.3% |
| 3M | +3.4% | +18.4% | -15.0% | -3.9% |
| 6M | +18.9% | +7.0% | +11.9% | +14.6% |
| YTD | +13.8% | -6.9% | +20.7% | +15.4% |
| 1Y | +20.6% | -8.2% | +28.8% | +22.6% |
| 3Y | +100.5% | +50.5% | +50.0% | +66.4% |
| 5Y | +84.6% | +17.4% | +67.2% | +67.7% |
| 10Y | +410.8% | +164.9% | +245.9% | +243.4% |
| All | +1,047.6% | +1,037.0% | +10.7% | +376.6% |
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 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