+183.9%
SSNC vs COO
+41.1%
+142.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | -3.1% | +14.2% | -17.3% | -8.9% |
| 3M | -2.7% | -18.2% | +15.5% | +5.5% |
| 6M | +23.7% | +5.3% | +18.3% | +18.7% |
| YTD | -8.0% | -23.6% | +15.5% | +2.4% |
| 1Y | -4.7% | -12.7% | +8.0% | -0.7% |
| 3Y | +58.0% | -24.2% | +82.2% | +67.3% |
| 5Y | +8.0% | -40.0% | +48.0% | +26.9% |
| All | +183.9% | +41.1% | +142.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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