+188.9%
TECH vs SSNC
+162.7%
+26.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | -0.1% | -3.9% | +3.8% | +1.7% |
| 30D | +0.3% | -0.2% | +0.5% | +0.2% |
| 3M | +32.9% | +15.9% | +17.0% | +22.4% |
| 6M | +32.1% | +7.5% | +24.6% | +26.0% |
| YTD | +23.4% | -8.2% | +31.6% | +26.8% |
| 1Y | +34.1% | -9.3% | +43.4% | +38.3% |
| 3Y | +2.2% | +48.5% | -46.3% | -16.8% |
| 5Y | -41.8% | +16.0% | -57.8% | -47.6% |
| 10Y | +188.9% | +169.2% | +19.7% | +95.5% |
| All | +188.9% | +162.7% | +26.2% | +95.5% |
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