+1,154.3%
SSNC vs RRC
-2.6%
+1,156.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +6.0% | +10.1% | -4.1% | +4.8% |
| 3M | +21.0% | +4.0% | +17.0% | +20.3% |
| 6M | +12.1% | +1.6% | +10.5% | +11.5% |
| YTD | -3.2% | +19.7% | -22.9% | -5.7% |
| 1Y | -4.4% | +21.4% | -25.8% | -7.1% |
| 3Y | +51.6% | +29.7% | +22.0% | +44.6% |
| 5Y | +21.1% | +153.9% | -132.8% | +4.5% |
| 10Y | +177.7% | +10.8% | +166.9% | +139.5% |
| All | +1,154.3% | -2.6% | +1,156.9% | +969.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling