+1,091.2%
SSNC vs RRC
+20.6%
+1,070.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -0.2% | +27.8% | -28.0% | -3.3% |
| 6M | +19.4% | +27.2% | -7.8% | +15.6% |
| YTD | -8.1% | +48.2% | -56.3% | -12.9% |
| 1Y | -5.3% | +34.7% | -40.0% | -9.3% |
| 3Y | +56.9% | +62.2% | -5.3% | +45.5% |
| 5Y | +8.0% | +130.9% | -122.9% | -6.0% |
| 10Y | +183.6% | +73.4% | +110.2% | +130.3% |
| All | +1,091.2% | +20.6% | +1,070.6% | +887.5% |
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 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