+64.2%
T vs SSNC
+15.9%
+48.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -3.1% | -3.9% | +0.8% | -2.2% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +12.2% | +15.9% | -3.7% | +8.2% |
| 6M | -6.5% | +7.5% | -13.9% | -8.4% |
| YTD | +4.9% | -8.2% | +13.1% | +6.6% |
| 1Y | -10.5% | -9.3% | -1.1% | -8.8% |
| 3Y | +104.6% | +48.5% | +56.1% | +78.9% |
| 5Y | +64.2% | +16.0% | +48.2% | +48.4% |
| All | +64.2% | +15.9% | +48.3% | +48.4% |
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