+169.2%
SSNC vs COO
+36.7%
+132.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | +1.5% |
| 7D | -3.9% | -9.0% | +5.1% | +0.3% |
| 30D | -0.2% | -16.8% | +16.6% | +8.6% |
| 3M | +15.9% | -7.5% | +23.4% | +19.8% |
| 6M | +7.5% | -16.3% | +23.7% | +15.9% |
| YTD | -8.2% | -22.5% | +14.3% | +2.6% |
| 1Y | -9.3% | -7.0% | -2.4% | -7.6% |
| 3Y | +48.5% | -27.5% | +75.9% | +62.7% |
| 5Y | +16.0% | -43.3% | +59.3% | +42.1% |
| 10Y | +169.2% | +37.6% | +131.6% | +118.6% |
| All | +169.2% | +36.7% | +132.4% | +118.6% |
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