+118.2%
SRE vs SSNC
+173.6%
-55.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -0.8% | -4.0% | +3.2% | +0.4% |
| 30D | -3.0% | +0.5% | -3.5% | -3.3% |
| 3M | -8.3% | +18.9% | -27.2% | -13.7% |
| 6M | -8.9% | +10.8% | -19.7% | -12.6% |
| YTD | -4.3% | -7.1% | +2.9% | -3.1% |
| 1Y | +2.7% | -9.6% | +12.3% | +4.8% |
| 3Y | +28.7% | +51.1% | -22.4% | +9.7% |
| 5Y | +47.1% | +19.7% | +27.5% | +32.8% |
| All | +118.2% | +173.6% | -55.3% | +57.7% |
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