+270.7%
T vs SSNC
+1,022.7%
-752.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | -1.0% | -1.9% | +0.9% | -0.5% |
| 3M | -8.1% | -0.2% | -8.0% | -8.0% |
| 6M | -8.3% | +19.4% | -27.7% | -11.8% |
| YTD | -6.1% | -8.1% | +2.0% | -5.0% |
| 1Y | -7.4% | -5.3% | -2.1% | -6.9% |
| 3Y | +65.4% | +56.9% | +8.5% | +47.5% |
| 5Y | +57.6% | +8.0% | +49.6% | +50.8% |
| 10Y | +61.4% | +183.6% | -122.2% | +25.4% |
| All | +270.7% | +1,022.7% | -752.0% | +118.7% |
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