+436.1%
TECH vs SSNC
+1,022.7%
-586.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | -1.9% | +2.2% | +0.8% |
| 3M | +1.0% | -0.2% | +1.2% | +0.6% |
| 6M | +54.0% | +19.4% | +34.6% | +41.7% |
| YTD | +24.3% | -8.1% | +32.4% | +26.5% |
| 1Y | +23.7% | -5.3% | +29.0% | +24.4% |
| 3Y | +28.5% | +56.9% | -28.5% | +6.5% |
| 5Y | -41.2% | +8.0% | -49.3% | -44.6% |
| 10Y | +189.2% | +183.6% | +5.6% | +98.1% |
| All | +436.1% | +1,022.7% | -586.6% | +133.6% |
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