+100.2%
UAL vs SSNC
+177.4%
-77.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.5% | +6.6% |
| 7D | +10.2% | -4.5% | +14.7% | +13.9% |
| 30D | +12.0% | -3.9% | +15.9% | +14.9% |
| 3M | -7.1% | -1.3% | -5.8% | -6.9% |
| 6M | +20.9% | +14.1% | +6.7% | +6.9% |
| YTD | +7.7% | -9.9% | +17.6% | +12.8% |
| 1Y | +23.6% | -6.2% | +29.8% | +25.3% |
| 3Y | +222.6% | +56.1% | +166.5% | +123.2% |
| 5Y | +127.9% | +5.4% | +122.6% | +112.1% |
| 10Y | +100.2% | +172.3% | -72.1% | +9.3% |
| All | +100.2% | +177.4% | -77.2% | +9.3% |
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