+8.0%
SSNC vs RRC
+135.4%
-127.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -1.9% | +25.2% | -27.1% | -5.5% |
| 3M | -0.2% | +27.8% | -28.0% | -4.2% |
| 6M | +19.4% | +27.2% | -7.8% | +14.4% |
| YTD | -8.1% | +48.2% | -56.3% | -14.6% |
| 1Y | -5.3% | +34.7% | -40.0% | -10.6% |
| 3Y | +56.9% | +62.2% | -5.3% | +41.1% |
| 5Y | +8.0% | +130.9% | -122.9% | -8.0% |
| All | +8.0% | +135.4% | -127.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling