+166.1%
SSNC vs SPY
+318.9%
-152.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -6.7% | -2.0% | -4.8% | -4.8% |
| 30D | -0.8% | -1.7% | +0.8% | +1.0% |
| 3M | +16.1% | +4.7% | +11.3% | +10.3% |
| 6M | +7.9% | +12.5% | -4.6% | -5.2% |
| YTD | -8.7% | +11.7% | -20.4% | -19.2% |
| 1Y | -9.5% | +17.5% | -27.0% | -24.2% |
| 3Y | +47.7% | +76.6% | -28.9% | -21.3% |
| 5Y | +17.6% | +82.0% | -64.4% | -39.5% |
| All | +166.1% | +318.9% | -152.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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