+169.2%
SSNC vs SBAC
+78.4%
+90.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.0% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -0.2% | +3.9% | -4.0% | -1.4% |
| 3M | +15.9% | -8.2% | +24.1% | +18.9% |
| 6M | +7.5% | -2.8% | +10.3% | +7.2% |
| YTD | -8.2% | -1.5% | -6.7% | -9.3% |
| 1Y | -9.3% | 0.0% | -9.4% | -11.0% |
| 3Y | +48.5% | -8.4% | +56.8% | +46.7% |
| 5Y | +16.0% | -43.5% | +59.5% | +35.2% |
| 10Y | +169.2% | +86.9% | +82.3% | +115.8% |
| All | +169.2% | +78.4% | +90.8% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling