+22.2%
SSNC vs COO
-38.8%
+61.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.6% | -2.2% | +2.9% | +1.5% |
| 30D | +6.0% | -7.0% | +13.1% | +8.9% |
| 3M | +21.0% | +12.2% | +8.8% | +15.5% |
| 6M | +12.1% | -15.1% | +27.2% | +18.8% |
| YTD | -3.2% | -15.1% | +11.9% | +2.5% |
| 1Y | -4.4% | +2.3% | -6.7% | -6.1% |
| 3Y | +51.6% | -23.7% | +75.3% | +61.1% |
| All | +22.2% | -38.8% | +61.0% | +34.8% |
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