+490.1%
SYK vs SSNC
+1,034.4%
-544.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.3% | +1.4% |
| 7D | -9.1% | -4.0% | -5.1% | -7.5% |
| 30D | -20.6% | +0.5% | -21.2% | -20.8% |
| 3M | -9.6% | +18.9% | -28.5% | -15.7% |
| 6M | -19.9% | +10.8% | -30.7% | -23.4% |
| YTD | -21.2% | -7.1% | -14.0% | -19.5% |
| 1Y | -28.4% | -9.6% | -18.8% | -26.2% |
| 3Y | -5.3% | +51.1% | -56.4% | -21.4% |
| 5Y | +6.0% | +19.7% | -13.7% | -4.3% |
| 10Y | +178.4% | +172.3% | +6.1% | +87.1% |
| All | +490.1% | +1,034.4% | -544.4% | +142.7% |
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