+192.8%
TER vs SSNC
+54.1%
+138.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.7% |
| 7D | -5.8% | -4.5% | -1.3% | -5.5% |
| 30D | -38.9% | -3.9% | -35.0% | -38.9% |
| 3M | -35.1% | -1.3% | -33.8% | -35.4% |
| 6M | -31.6% | +14.1% | -45.7% | -33.4% |
| YTD | +27.2% | -9.9% | +37.1% | +39.1% |
| 1Y | +35.2% | -6.2% | +41.4% | +43.2% |
| 3Y | +192.8% | +56.1% | +136.7% | +93.0% |
| All | +192.8% | +54.1% | +138.7% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling