+169.2%
SSNC vs URA
+369.2%
-200.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.1% |
| 7D | -3.9% | +5.7% | -9.6% | -5.1% |
| 30D | -0.2% | +5.6% | -5.8% | -1.5% |
| 3M | +15.9% | +6.2% | +9.7% | +13.6% |
| 6M | +7.5% | -8.2% | +15.7% | +7.7% |
| YTD | -8.2% | +9.7% | -17.9% | -13.0% |
| 1Y | -9.3% | +17.0% | -26.3% | -16.8% |
| 3Y | +48.5% | +118.5% | -70.0% | +9.6% |
| 5Y | +16.0% | +134.3% | -118.3% | -20.7% |
| 10Y | +169.2% | +377.5% | -208.3% | +27.9% |
| All | +169.2% | +369.2% | -200.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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