+50.5%
SSNC vs SBAC
-9.5%
+60.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +1.9% | +3.2% | -1.3% | +1.3% |
| 3M | +18.4% | -5.1% | +23.4% | +19.3% |
| 6M | +7.0% | -2.1% | +9.1% | +6.8% |
| YTD | -6.9% | -0.5% | -6.4% | -7.6% |
| 1Y | -8.2% | +1.1% | -9.3% | -9.2% |
| 3Y | +50.5% | -7.4% | +58.0% | +50.4% |
| All | +50.5% | -9.5% | +60.1% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling