-39.0%
U vs SSNC
+47.3%
-86.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.4% |
| 7D | -3.8% | +0.6% | -4.4% | -4.5% |
| 30D | +17.5% | +6.0% | +11.4% | +9.5% |
| 3M | +38.7% | +21.0% | +17.8% | +7.7% |
| 6M | +104.4% | +12.1% | +92.3% | +72.7% |
| YTD | -5.7% | -3.2% | -2.4% | -2.5% |
| 1Y | +3.7% | -4.4% | +8.0% | +8.0% |
| 3Y | +12.3% | +51.6% | -39.3% | -38.2% |
| 5Y | -68.8% | +21.1% | -89.9% | -76.4% |
| All | -39.0% | +47.3% | -86.3% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling