+32.9%
TSLA vs SSNC
+46.7%
-13.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -3.4% | -6.7% | +3.3% | -0.3% |
| 30D | +9.2% | -0.8% | +10.0% | +9.6% |
| 3M | -4.7% | +16.1% | -20.8% | -12.0% |
| 6M | -8.9% | +7.9% | -16.9% | -12.5% |
| YTD | -19.2% | -8.7% | -10.5% | -13.0% |
| 1Y | +4.5% | -9.5% | +14.0% | +13.1% |
| All | +32.9% | +46.7% | -13.9% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling