+50.5%
SSNC vs RRC
+32.7%
+17.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -1.8% | -1.2% | -0.6% | -1.6% |
| 30D | +1.9% | +9.4% | -7.5% | +0.7% |
| 3M | +18.4% | +7.4% | +11.0% | +17.2% |
| 6M | +7.0% | +1.5% | +5.5% | +6.2% |
| YTD | -6.9% | +19.4% | -26.3% | -10.0% |
| 1Y | -8.2% | +24.2% | -32.4% | -12.1% |
| 3Y | +50.5% | +32.8% | +17.7% | +40.5% |
| All | +50.5% | +32.7% | +17.8% | +40.5% |
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