+3,376.5%
TER vs SSNC
+1,082.2%
+2,294.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +6.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | -8.3% | +6.0% | -14.3% | -11.3% |
| 3M | -12.2% | +21.0% | -33.2% | -23.1% |
| 6M | +17.1% | +12.1% | +5.0% | +5.8% |
| YTD | +84.7% | -3.2% | +87.9% | +79.2% |
| 1Y | +199.9% | -4.4% | +204.3% | +191.6% |
| 3Y | +232.8% | +51.6% | +181.1% | +147.7% |
| 5Y | +198.6% | +21.1% | +177.5% | +153.8% |
| 10Y | +1,669.7% | +177.7% | +1,492.1% | +866.5% |
| All | +3,376.5% | +1,082.2% | +2,294.3% | +778.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling