-5.8%
SSNC vs SBAC
+2.4%
-8.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.5% | -2.2% |
| 7D | -1.1% | +5.8% | -6.9% | -1.7% |
| 30D | +0.6% | +20.8% | -20.2% | -1.8% |
| 3M | -1.5% | +4.8% | -6.2% | -1.9% |
| 6M | +15.8% | -9.1% | +24.9% | +16.0% |
| YTD | -8.0% | +3.1% | -11.0% | -9.5% |
| 1Y | -5.8% | +2.2% | -8.0% | -7.6% |
| All | -5.8% | +2.4% | -8.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling