+784.1%
SPYM vs SSNC
+1,082.2%
-298.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | +6.0% | -6.0% | -2.0% |
| 3M | +2.0% | +21.0% | -18.9% | -5.1% |
| 6M | +13.1% | +12.1% | +1.0% | +7.7% |
| YTD | +13.6% | -3.2% | +16.9% | +13.6% |
| 1Y | +20.1% | -4.4% | +24.4% | +20.3% |
| 3Y | +77.6% | +51.6% | +25.9% | +50.0% |
| 5Y | +82.5% | +21.1% | +61.5% | +65.1% |
| 10Y | +317.6% | +177.7% | +139.9% | +188.5% |
| All | +784.1% | +1,082.2% | -298.1% | +301.2% |
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 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