+1,154.3%
SSNC vs COO
+625.0%
+529.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +0.6% | -2.2% | +2.9% | +1.6% |
| 30D | +6.0% | -7.0% | +13.1% | +9.4% |
| 3M | +21.0% | +12.2% | +8.8% | +14.6% |
| 6M | +12.1% | -15.1% | +27.2% | +19.6% |
| YTD | -3.2% | -15.1% | +11.9% | +3.3% |
| 1Y | -4.4% | +2.3% | -6.7% | -6.5% |
| 3Y | +51.6% | -23.7% | +75.3% | +62.5% |
| 5Y | +21.1% | -38.9% | +60.0% | +41.2% |
| 10Y | +177.7% | +49.9% | +127.8% | +116.5% |
| All | +1,154.3% | +625.0% | +529.3% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling