+330.7%
SYY vs SSNC
+1,037.0%
-706.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +1.1% |
| 7D | -2.8% | -1.8% | -1.0% | -2.2% |
| 30D | -5.3% | +1.9% | -7.2% | -6.0% |
| 3M | +5.1% | +18.4% | -13.3% | -1.4% |
| 6M | -5.0% | +7.0% | -12.0% | -8.1% |
| YTD | +10.7% | -6.9% | +17.6% | +11.9% |
| 1Y | +0.7% | -8.2% | +8.8% | +2.0% |
| 3Y | +24.0% | +50.5% | -26.5% | +3.7% |
| 5Y | +19.3% | +17.4% | +1.9% | +7.7% |
| 10Y | +96.4% | +164.9% | -68.5% | +41.7% |
| All | +330.7% | +1,037.0% | -706.2% | +136.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling