+75.9%
UBER vs SSNC
+51.9%
+24.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.4% | -0.4% |
| 7D | -2.8% | -1.8% | -1.0% | -1.4% |
| 30D | -2.5% | +1.9% | -4.4% | -4.1% |
| 3M | +4.4% | +18.4% | -14.0% | -10.1% |
| 6M | -2.7% | +7.0% | -9.6% | -9.2% |
| YTD | -10.5% | -6.9% | -3.6% | -7.1% |
| 1Y | -22.5% | -8.2% | -14.3% | -19.2% |
| 3Y | +54.8% | +50.5% | +4.3% | +2.6% |
| 5Y | +82.5% | +17.4% | +65.1% | +51.3% |
| All | +75.9% | +51.9% | +24.0% | -2.5% |
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 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