+164.9%
SSNC vs RACE
+793.3%
-628.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.4% |
| 7D | -1.8% | -1.0% | -0.7% | -1.3% |
| 30D | +1.9% | -1.5% | +3.4% | +2.5% |
| 3M | +18.4% | +15.5% | +2.9% | +11.1% |
| 6M | +7.0% | +17.3% | -10.3% | -0.9% |
| YTD | -6.9% | +11.1% | -18.0% | -12.4% |
| 1Y | -8.2% | -14.3% | +6.1% | -4.3% |
| 3Y | +50.5% | +40.2% | +10.4% | +18.9% |
| 5Y | +17.4% | +92.6% | -75.2% | -22.6% |
| 10Y | +164.9% | +786.6% | -621.6% | -7.7% |
| All | +164.9% | +793.3% | -628.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling