+902.4%
SSNC vs URA
-51.6%
+954.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.8% |
| 7D | -3.3% | -4.1% | +0.8% | -2.5% |
| 30D | -1.3% | -19.0% | +17.8% | +3.4% |
| 3M | -2.3% | -25.1% | +22.8% | +3.7% |
| 6M | +12.6% | -44.5% | +57.1% | +27.2% |
| YTD | -10.1% | -24.3% | +14.2% | -7.9% |
| 1Y | -6.6% | -28.1% | +21.5% | -3.4% |
| 3Y | +54.0% | +40.7% | +13.3% | +25.6% |
| 5Y | +7.0% | +35.5% | -28.5% | -15.1% |
| 10Y | +176.7% | +281.2% | -104.4% | +44.7% |
| All | +902.4% | -51.6% | +954.0% | +725.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling