+12.6%
SSNC vs URA
-41.6%
+54.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.2% |
| 7D | -3.3% | -4.1% | +0.8% | -3.8% |
| 30D | -1.3% | -19.0% | +17.8% | -3.7% |
| 3M | -2.3% | -25.1% | +22.8% | -5.3% |
| 6M | +12.6% | -44.5% | +57.1% | +8.2% |
| All | +12.6% | -41.6% | +54.2% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling