+11.9%
U vs SSNC
+47.5%
-35.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.9% |
| 7D | +4.4% | -3.9% | +8.3% | +8.2% |
| 30D | -1.3% | -0.2% | -1.1% | -1.4% |
| 3M | +49.6% | +15.9% | +33.7% | +27.1% |
| 6M | +100.2% | +7.5% | +92.7% | +84.1% |
| YTD | -3.7% | -8.2% | +4.5% | +7.4% |
| 1Y | -6.5% | -9.3% | +2.8% | +5.3% |
| All | +11.9% | +47.5% | -35.6% | -38.7% |
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 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