+255.1%
TPR vs SSNC
+5.9%
+249.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.6% |
| 7D | +14.2% | -3.3% | +17.5% | +16.4% |
| 30D | +17.1% | -1.3% | +18.3% | +17.5% |
| 3M | -17.7% | -2.3% | -15.4% | -17.3% |
| 6M | -10.2% | +12.6% | -22.8% | -18.5% |
| YTD | +4.9% | -10.1% | +15.0% | +10.2% |
| 1Y | +36.1% | -6.6% | +42.7% | +39.1% |
| 3Y | +416.5% | +54.0% | +362.5% | +248.2% |
| All | +255.1% | +5.9% | +249.2% | +246.7% |
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