+19.2%
UL vs SSNC
+14.9%
+4.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -4.1% | -6.7% | +2.7% | -2.7% |
| 30D | -1.2% | -0.8% | -0.4% | -1.0% |
| 3M | +6.0% | +16.1% | -10.1% | +2.7% |
| 6M | -5.5% | +7.9% | -13.4% | -7.2% |
| YTD | -3.3% | -8.7% | +5.4% | -1.9% |
| 1Y | -9.8% | -9.5% | -0.3% | -8.4% |
| 3Y | +20.1% | +47.7% | -27.5% | +7.3% |
| 5Y | +19.2% | +17.6% | +1.5% | +10.4% |
| All | +19.2% | +14.9% | +4.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling