-68.3%
U vs SSNC
+15.9%
-84.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +1.3% |
| 7D | +4.4% | -3.9% | +8.3% | +9.4% |
| 30D | -1.3% | -0.2% | -1.1% | -1.5% |
| 3M | +49.6% | +15.9% | +33.7% | +20.0% |
| 6M | +100.2% | +7.5% | +92.7% | +75.9% |
| YTD | -3.7% | -8.2% | +4.5% | +6.6% |
| 1Y | -6.5% | -9.3% | +2.8% | +4.2% |
| 3Y | +12.9% | +48.5% | -35.6% | -42.5% |
| 5Y | -68.3% | +16.0% | -84.3% | -74.5% |
| All | -68.3% | +15.9% | -84.2% | -74.5% |
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 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