+5.4%
SSNC vs DAR
-37.0%
+42.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.4% | -0.5% |
| 7D | -4.5% | -2.8% | -1.7% | -4.1% |
| 30D | -3.9% | -12.8% | +9.0% | -1.9% |
| 3M | -1.3% | -11.6% | +10.2% | +0.1% |
| 6M | +14.1% | -16.8% | +30.9% | +16.7% |
| YTD | -9.9% | +45.9% | -55.8% | -17.4% |
| 1Y | -6.2% | +61.5% | -67.7% | -15.8% |
| 3Y | +56.1% | +23.0% | +33.1% | +43.1% |
| 5Y | +5.4% | -35.8% | +41.2% | +13.0% |
| All | +5.4% | -37.0% | +42.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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