+125.0%
SU vs SSNC
+49.3%
+75.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.4% |
| 7D | +2.2% | -4.0% | +6.3% | +2.8% |
| 30D | +8.4% | +0.5% | +7.9% | +8.3% |
| 3M | +12.1% | +18.9% | -6.8% | +9.1% |
| 6M | +19.7% | +10.8% | +8.8% | +17.7% |
| YTD | +58.4% | -7.1% | +65.6% | +62.3% |
| 1Y | +67.2% | -9.6% | +76.8% | +72.8% |
| 3Y | +125.0% | +51.1% | +74.0% | +100.8% |
| All | +125.0% | +49.3% | +75.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling