+214.8%
TER vs SSNC
-9.9%
+224.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.9% |
| 7D | +9.4% | -6.7% | +16.1% | +4.1% |
| 30D | -2.4% | -0.8% | -1.6% | -2.7% |
| 3M | +6.5% | +16.1% | -9.5% | +24.1% |
| 6M | +23.2% | +7.9% | +15.2% | +41.6% |
| YTD | +91.5% | -8.7% | +100.2% | +109.6% |
| 1Y | +214.8% | -9.5% | +224.3% | +272.4% |
| All | +214.8% | -9.9% | +224.7% | +272.4% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling