+72.4%
TER vs SSNC
+6.2%
+66.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.6% |
| 7D | -5.8% | -4.5% | -1.3% | -3.7% |
| 30D | -38.9% | -3.9% | -35.0% | -38.2% |
| 3M | -35.1% | -1.3% | -33.8% | -35.6% |
| 6M | -31.6% | +14.1% | -45.7% | -38.8% |
| YTD | +27.2% | -9.9% | +37.1% | +32.1% |
| 1Y | +35.2% | -6.2% | +41.4% | +35.5% |
| 3Y | +192.8% | +56.1% | +136.7% | +83.0% |
| 5Y | +72.4% | +5.4% | +67.0% | +64.2% |
| All | +72.4% | +6.2% | +66.2% | +64.2% |
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