+1,081.9%
SSNC vs COO
+562.3%
+519.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -2.5% | +4.5% | -7.1% | -4.5% |
| 30D | -2.7% | +16.9% | -19.6% | -9.2% |
| 3M | -0.8% | -16.7% | +15.9% | +6.2% |
| 6M | +15.5% | +5.9% | +9.6% | +10.9% |
| YTD | -8.8% | -22.4% | +13.6% | +0.2% |
| 1Y | -5.8% | -10.1% | +4.3% | -3.3% |
| 3Y | +55.7% | -22.8% | +78.5% | +63.9% |
| 5Y | +6.7% | -41.4% | +48.1% | +25.3% |
| 10Y | +184.0% | +41.3% | +142.8% | +125.3% |
| All | +1,081.9% | +562.3% | +519.6% | +391.2% |
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