+113.8%
SYY vs SSNC
+173.6%
-59.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | +3.9% | -4.0% | +8.0% | +5.9% |
| 30D | -1.7% | +0.5% | -2.3% | -2.2% |
| 3M | +5.2% | +18.9% | -13.8% | -3.9% |
| 6M | -0.2% | +10.8% | -11.0% | -6.3% |
| YTD | +15.4% | -7.1% | +22.5% | +17.3% |
| 1Y | +5.6% | -9.6% | +15.2% | +8.4% |
| 3Y | +28.9% | +51.1% | -22.2% | -1.4% |
| 5Y | +24.1% | +19.7% | +4.4% | +5.5% |
| All | +113.8% | +173.6% | -59.7% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling