+50.5%
SSNC vs SPY
+78.7%
-28.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | -1.8% | +0.5% | -2.3% | -2.2% |
| 30D | +1.9% | -0.9% | +2.9% | +2.7% |
| 3M | +18.4% | +3.9% | +14.5% | +14.8% |
| 6M | +7.0% | +14.5% | -7.6% | -4.6% |
| YTD | -6.9% | +12.9% | -19.9% | -15.9% |
| 1Y | -8.2% | +19.4% | -27.5% | -20.9% |
| 3Y | +50.5% | +78.5% | -27.9% | -14.3% |
| All | +50.5% | +78.7% | -28.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling