+5.0%
SYK vs SSNC
+17.2%
-12.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -12.3% | -6.7% | -5.6% | -9.2% |
| 30D | -22.4% | -0.8% | -21.6% | -22.1% |
| 3M | -12.3% | +16.1% | -28.4% | -18.3% |
| 6M | -24.3% | +7.9% | -32.3% | -27.3% |
| YTD | -22.8% | -8.7% | -14.1% | -19.9% |
| 1Y | -28.8% | -9.5% | -19.3% | -26.0% |
| 3Y | -4.0% | +47.7% | -51.6% | -24.3% |
| All | +5.0% | +17.2% | -12.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling