+1,065.3%
SSNC vs COO
+549.7%
+515.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -3.3% | +4.7% | -8.1% | -5.4% |
| 30D | -1.3% | +13.9% | -15.2% | -6.8% |
| 3M | -2.3% | -14.9% | +12.6% | +3.7% |
| 6M | +12.6% | +2.0% | +10.6% | +10.0% |
| YTD | -10.1% | -23.9% | +13.8% | -0.4% |
| 1Y | -6.6% | -9.6% | +3.1% | -4.3% |
| 3Y | +54.0% | -25.4% | +79.4% | +64.7% |
| 5Y | +7.0% | -41.2% | +48.1% | +25.3% |
| 10Y | +176.7% | +42.1% | +134.6% | +119.3% |
| All | +1,065.3% | +549.7% | +515.6% | +388.3% |
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