+5.8%
SSNC vs COO
-41.6%
+47.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -3.3% | +4.7% | -8.1% | -5.0% |
| 30D | -1.3% | +13.9% | -15.2% | -5.9% |
| 3M | -2.3% | -14.9% | +12.6% | +3.0% |
| 6M | +12.6% | +2.0% | +10.6% | +10.5% |
| YTD | -10.1% | -23.9% | +13.8% | -1.5% |
| 1Y | -6.6% | -9.6% | +3.1% | -4.4% |
| 3Y | +54.0% | -25.4% | +79.4% | +61.9% |
| All | +5.8% | -41.6% | +47.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling