+64.4%
UL vs SSNC
+173.6%
-109.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -3.4% | -4.0% | +0.6% | -2.5% |
| 30D | +0.5% | +0.5% | 0.0% | +0.4% |
| 3M | +7.2% | +18.9% | -11.7% | +3.2% |
| 6M | -3.1% | +10.8% | -13.9% | -5.5% |
| YTD | -2.7% | -7.1% | +4.4% | -1.7% |
| 1Y | -10.2% | -9.6% | -0.6% | -8.9% |
| 3Y | +20.3% | +51.1% | -30.8% | +7.7% |
| 5Y | +19.9% | +19.7% | +0.3% | +11.6% |
| All | +64.4% | +173.6% | -109.2% | +22.8% |
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