+48.3%
SRE vs SSNC
+14.9%
+33.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.7% | -6.7% | +6.1% | +1.2% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | -7.1% | +16.1% | -23.1% | -11.3% |
| 6M | -8.4% | +7.9% | -16.3% | -10.8% |
| YTD | -3.5% | -8.7% | +5.2% | -1.1% |
| 1Y | +5.4% | -9.5% | +14.9% | +8.2% |
| 3Y | +29.5% | +47.7% | -18.1% | +12.2% |
| 5Y | +48.3% | +17.6% | +30.7% | +26.9% |
| All | +48.3% | +14.9% | +33.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling