+186.8%
UAL vs SSNC
+58.0%
+128.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -3.0% | +2.3% | -5.3% | -4.5% |
| 30D | +10.5% | -3.1% | +13.6% | +12.4% |
| 3M | -13.5% | -2.7% | -10.7% | -12.4% |
| 6M | +14.2% | +23.7% | -9.5% | -4.3% |
| YTD | -2.2% | -8.0% | +5.8% | +4.5% |
| 1Y | +12.5% | -4.7% | +17.2% | +15.8% |
| 3Y | +186.8% | +58.0% | +128.8% | +93.5% |
| All | +186.8% | +58.0% | +128.8% | +93.5% |
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 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