+58.0%
SSNC vs RACE
+24.7%
+33.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | -3.1% | +6.1% | -9.2% | -4.2% |
| 3M | -2.7% | -0.3% | -2.5% | -2.8% |
| 6M | +23.7% | +23.4% | +0.3% | +18.5% |
| YTD | -8.0% | +12.5% | -20.6% | -10.7% |
| 1Y | -4.7% | -0.5% | -4.2% | -5.2% |
| 3Y | +58.0% | +23.6% | +34.4% | +48.9% |
| All | +58.0% | +24.7% | +33.3% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling