+377.5%
TPR vs SSNC
+1,082.2%
-704.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.7% |
| 30D | -23.0% | +6.0% | -29.0% | -25.6% |
| 3M | -12.5% | +21.0% | -33.4% | -21.6% |
| 6M | -21.4% | +12.1% | -33.5% | -27.1% |
| YTD | -3.5% | -3.2% | -0.3% | -3.6% |
| 1Y | +17.4% | -4.4% | +21.7% | +17.9% |
| 3Y | +291.3% | +51.6% | +239.6% | +204.8% |
| 5Y | +241.9% | +21.1% | +220.8% | +199.5% |
| 10Y | +322.7% | +177.7% | +145.0% | +164.5% |
| All | +377.5% | +1,082.2% | -704.7% | +61.6% |
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