+924.7%
SSNC vs URA
-49.7%
+974.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.2% | +2.9% | -3.0% | -0.9% |
| 30D | -1.9% | -10.8% | +8.9% | +0.4% |
| 3M | -0.2% | -25.5% | +25.4% | +6.1% |
| 6M | +19.4% | -41.2% | +60.6% | +33.1% |
| YTD | -8.1% | -21.3% | +13.2% | -6.8% |
| 1Y | -5.3% | -25.7% | +20.4% | -2.8% |
| 3Y | +56.9% | +43.1% | +13.9% | +27.6% |
| 5Y | +8.0% | +35.6% | -27.6% | -14.0% |
| 10Y | +183.6% | +281.3% | -97.7% | +48.6% |
| All | +924.7% | -49.7% | +974.4% | +735.4% |
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