+31.2%
SRE vs SSNC
+47.5%
-16.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | +1.5% | -3.9% | +5.3% | +2.4% |
| 30D | +0.8% | -0.2% | +1.0% | +0.7% |
| 3M | -5.8% | +15.9% | -21.7% | -9.7% |
| 6M | -7.8% | +7.5% | -15.3% | -9.6% |
| YTD | -2.4% | -8.2% | +5.9% | +1.4% |
| 1Y | +8.9% | -9.3% | +18.2% | +13.5% |
| All | +31.2% | +47.5% | -16.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling