+219.1%
TER vs SSNC
+18.8%
+200.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +6.0% |
| 7D | +11.0% | -1.8% | +12.7% | +11.7% |
| 30D | -1.9% | +1.9% | -3.8% | -3.2% |
| 3M | -0.7% | +18.4% | -19.1% | -11.5% |
| 6M | +36.4% | +7.0% | +29.4% | +28.6% |
| YTD | +92.4% | -6.9% | +99.4% | +98.3% |
| 1Y | +213.5% | -8.2% | +221.7% | +224.7% |
| 3Y | +277.2% | +50.5% | +226.7% | +149.9% |
| 5Y | +219.1% | +17.4% | +201.7% | +176.3% |
| All | +219.1% | +18.8% | +200.4% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling