+1,089.7%
SSNC vs BG
+194.9%
+894.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | -0.2% | +10.3% | -10.5% | -3.1% |
| 3M | +15.9% | -1.9% | +17.8% | +15.8% |
| 6M | +7.5% | +5.2% | +2.2% | +4.7% |
| YTD | -8.2% | +41.2% | -49.4% | -18.5% |
| 1Y | -9.3% | +50.5% | -59.9% | -21.6% |
| 3Y | +48.5% | +19.9% | +28.5% | +35.2% |
| 5Y | +16.0% | +86.7% | -70.7% | -11.5% |
| 10Y | +169.2% | +167.5% | +1.7% | +64.5% |
| All | +1,089.7% | +194.9% | +894.8% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling