+300.4%
SYF vs SSNC
+311.6%
-11.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -2.0% | +2.3% | -4.3% | -3.5% |
| 30D | +1.2% | -3.1% | +4.3% | +2.9% |
| 3M | -9.4% | -2.7% | -6.6% | -8.2% |
| 6M | +4.4% | +23.7% | -19.3% | -10.6% |
| YTD | -11.9% | -8.0% | -3.9% | -9.0% |
| 1Y | -0.4% | -4.7% | +4.3% | +0.4% |
| 3Y | +159.6% | +58.0% | +101.6% | +88.5% |
| 5Y | +60.9% | +8.0% | +52.9% | +47.8% |
| 10Y | +180.9% | +183.8% | -2.9% | +62.9% |
| All | +300.4% | +311.6% | -11.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling