+167.2%
SYF vs SSNC
+51.8%
+115.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +0.9% |
| 7D | +2.6% | -1.8% | +4.4% | +3.8% |
| 30D | 0.0% | +1.9% | -1.9% | -1.3% |
| 3M | +11.9% | +18.4% | -6.5% | -1.1% |
| 6M | +18.9% | +7.0% | +12.0% | +13.1% |
| YTD | -4.6% | -6.9% | +2.3% | +1.0% |
| 1Y | +6.4% | -8.2% | +14.5% | +13.8% |
| 3Y | +167.2% | +50.5% | +116.6% | +92.2% |
| All | +167.2% | +51.8% | +115.4% | +92.2% |
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