+17.4%
SSNC vs DAR
-8.5%
+25.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.8% | -4.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | +1.9% | +13.0% | -11.1% | -0.4% |
| 3M | +18.4% | +15.0% | +3.4% | +15.1% |
| 6M | +7.0% | +26.8% | -19.9% | +1.9% |
| YTD | -6.9% | +86.4% | -93.4% | -17.7% |
| 1Y | -8.2% | +115.1% | -123.3% | -21.5% |
| 3Y | +50.5% | +14.6% | +35.9% | +43.6% |
| 5Y | +17.4% | -8.8% | +26.2% | +14.3% |
| All | +17.4% | -8.5% | +25.9% | +14.3% |
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