+58.0%
SSNC vs RRC
+60.0%
-2.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +2.3% | +6.4% | -4.1% | +1.6% |
| 30D | -3.1% | +23.9% | -27.0% | -5.7% |
| 3M | -2.7% | +30.2% | -32.9% | -6.1% |
| 6M | +23.7% | +26.3% | -2.6% | +19.8% |
| YTD | -8.0% | +48.1% | -56.1% | -13.7% |
| 1Y | -4.7% | +37.7% | -42.4% | -9.5% |
| 3Y | +58.0% | +60.3% | -2.3% | +44.9% |
| All | +58.0% | +60.0% | -2.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling