-35.7%
U vs SSNC
+41.3%
-77.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +2.4% |
| 7D | +5.5% | -4.0% | +9.6% | +10.6% |
| 30D | -1.3% | +0.5% | -1.8% | -2.2% |
| 3M | +64.6% | +18.9% | +45.7% | +29.9% |
| 6M | +119.4% | +10.8% | +108.5% | +87.0% |
| YTD | -0.5% | -7.1% | +6.7% | +7.8% |
| 1Y | +1.3% | -9.6% | +10.9% | +12.8% |
| 3Y | +15.6% | +51.1% | -35.4% | -36.6% |
| 5Y | -67.5% | +19.7% | -87.1% | -74.7% |
| All | -35.7% | +41.3% | -77.0% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling