+269.4%
T vs SSNC
+1,021.7%
-752.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +1.4% | +0.3% | +1.3% |
| 30D | -2.9% | -2.6% | -0.3% | -2.3% |
| 3M | -7.5% | -0.6% | -6.9% | -7.3% |
| 6M | -9.9% | +19.9% | -29.8% | -13.5% |
| YTD | -6.4% | -8.2% | +1.7% | -5.3% |
| 1Y | -9.4% | -5.5% | -3.9% | -8.9% |
| 3Y | +64.9% | +56.8% | +8.1% | +47.0% |
| 5Y | +57.0% | +7.8% | +49.2% | +50.2% |
| 10Y | +60.8% | +183.3% | -122.5% | +25.0% |
| All | +269.4% | +1,021.7% | -752.4% | +117.9% |
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