+19.4%
SSNC vs BG
+81.8%
-62.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | -4.0% | +3.1% | -7.2% | -4.5% |
| 30D | +0.5% | +10.2% | -9.7% | -1.0% |
| 3M | +18.9% | -1.7% | +20.6% | +19.0% |
| 6M | +10.8% | +1.0% | +9.9% | +10.1% |
| YTD | -7.1% | +39.9% | -47.1% | -13.5% |
| 1Y | -9.6% | +53.2% | -62.8% | -17.7% |
| 3Y | +51.1% | +16.3% | +34.8% | +44.7% |
| All | +19.4% | +81.8% | -62.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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