+318.0%
SPYM vs SSNC
+173.6%
+144.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -0.8% | -4.0% | +3.3% | +0.9% |
| 30D | -1.1% | +0.5% | -1.6% | -1.4% |
| 3M | +3.9% | +18.9% | -15.0% | -4.1% |
| 6M | +13.6% | +10.8% | +2.8% | +7.7% |
| YTD | +12.7% | -7.1% | +19.9% | +14.8% |
| 1Y | +17.6% | -9.6% | +27.2% | +20.9% |
| 3Y | +77.2% | +51.1% | +26.2% | +43.6% |
| 5Y | +84.1% | +19.7% | +64.5% | +63.0% |
| All | +318.0% | +173.6% | +144.5% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling