+169.2%
SSNC vs RRC
+4.5%
+164.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -3.9% | -1.7% | -2.1% | -3.7% |
| 30D | -0.2% | +3.6% | -3.8% | -0.6% |
| 3M | +15.9% | +8.8% | +7.1% | +14.8% |
| 6M | +7.5% | +0.8% | +6.7% | +7.1% |
| YTD | -8.2% | +19.0% | -27.2% | -10.3% |
| 1Y | -9.3% | +22.9% | -32.3% | -11.9% |
| 3Y | +48.5% | +32.3% | +16.1% | +41.9% |
| 5Y | +16.0% | +151.6% | -135.6% | +2.4% |
| 10Y | +169.2% | +5.5% | +163.6% | +123.0% |
| All | +169.2% | +4.5% | +164.6% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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