+931.5%
SSNC vs PSLV
+108.9%
+822.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.2% |
| 7D | -6.7% | -4.9% | -1.9% | -6.4% |
| 30D | -0.8% | -1.9% | +1.1% | -0.7% |
| 3M | +16.1% | +4.2% | +11.9% | +15.5% |
| 6M | +7.9% | -27.6% | +35.5% | +10.1% |
| YTD | -8.7% | -11.7% | +3.0% | -9.5% |
| 1Y | -9.5% | +49.3% | -58.8% | -14.8% |
| 3Y | +47.7% | +167.1% | -119.5% | +30.6% |
| 5Y | +17.6% | +151.7% | -134.0% | +4.0% |
| 10Y | +167.7% | +187.0% | -19.2% | +130.0% |
| All | +931.5% | +108.9% | +822.6% | +826.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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