+1,154.3%
SSNC vs SPY
+778.8%
+375.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +6.0% | +0.1% | +6.0% | +6.0% |
| 3M | +21.0% | +2.0% | +19.0% | +18.0% |
| 6M | +12.1% | +13.0% | -0.9% | -2.1% |
| YTD | -3.2% | +13.5% | -16.8% | -15.8% |
| 1Y | -4.4% | +20.0% | -24.3% | -21.6% |
| 3Y | +51.6% | +77.2% | -25.6% | -18.9% |
| 5Y | +21.1% | +81.9% | -60.8% | -37.1% |
| 10Y | +177.7% | +314.1% | -136.4% | -39.2% |
| All | +1,154.3% | +778.8% | +375.5% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling