+47.4%
TER vs SSNC
-5.1%
+52.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.3% |
| 7D | +14.4% | +2.3% | +12.1% | +16.2% |
| 30D | -30.6% | -3.1% | -27.5% | -31.9% |
| 3M | -39.2% | -2.7% | -36.4% | -39.7% |
| 6M | -31.3% | +23.7% | -55.0% | -15.9% |
| YTD | +29.1% | -8.0% | +37.1% | +46.1% |
| 1Y | +47.4% | -4.7% | +52.1% | +63.6% |
| All | +47.4% | -5.1% | +52.5% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling