+331.9%
SYY vs SSNC
+1,082.2%
-750.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -4.9% | +6.0% | -11.0% | -6.9% |
| 3M | +8.4% | +21.0% | -12.6% | +0.9% |
| 6M | -7.4% | +12.1% | -19.4% | -11.8% |
| YTD | +11.0% | -3.2% | +14.2% | +10.7% |
| 1Y | -0.2% | -4.4% | +4.1% | -0.3% |
| 3Y | +23.8% | +51.6% | -27.9% | +3.3% |
| 5Y | +18.1% | +21.1% | -3.0% | +5.6% |
| 10Y | +94.6% | +177.7% | -83.1% | +38.4% |
| All | +331.9% | +1,082.2% | -750.3% | +134.1% |
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