+15.5%
TSLA vs SSNC
+7.5%
+8.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | +2.3% | +6.6% | +7.3% |
| 30D | +6.3% | -3.1% | +9.4% | +7.9% |
| 3M | +14.8% | -2.7% | +17.5% | +16.0% |
| 6M | -12.4% | +23.7% | -36.0% | -27.3% |
| YTD | -13.2% | -8.0% | -5.2% | -9.6% |
| 1Y | -2.9% | -4.7% | +1.8% | -2.2% |
| 3Y | +74.4% | +58.0% | +16.4% | +7.2% |
| All | +15.5% | +7.5% | +8.0% | +9.4% |
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