+1,090.1%
SSNC vs SPY
+766.0%
+324.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.4% | +3.3% | -1.9% | -2.0% |
| 30D | -2.6% | -2.7% | 0.0% | -0.2% |
| 3M | -0.6% | -1.7% | +1.1% | +0.8% |
| 6M | +19.9% | +3.1% | +16.8% | +15.1% |
| YTD | -8.2% | +11.9% | -20.1% | -19.2% |
| 1Y | -5.5% | +12.0% | -17.5% | -17.1% |
| 3Y | +56.8% | +78.2% | -21.4% | -17.1% |
| 5Y | +7.8% | +73.2% | -65.4% | -41.3% |
| 10Y | +183.3% | +309.6% | -126.3% | -37.6% |
| All | +1,090.1% | +766.0% | +324.1% | +30.9% |
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