+242.6%
UL vs SSNC
+1,082.2%
-839.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -1.3% | +0.6% | -2.0% | -1.5% |
| 30D | +0.5% | +6.0% | -5.6% | -0.8% |
| 3M | +17.6% | +21.0% | -3.4% | +12.7% |
| 6M | -5.4% | +12.1% | -17.5% | -8.0% |
| YTD | +0.7% | -3.2% | +3.9% | +0.8% |
| 1Y | -9.3% | -4.4% | -4.9% | -9.1% |
| 3Y | +24.5% | +51.6% | -27.1% | +11.6% |
| 5Y | +23.2% | +21.1% | +2.1% | +14.6% |
| 10Y | +64.5% | +177.7% | -113.2% | +21.2% |
| All | +242.6% | +1,082.2% | -839.6% | +79.5% |
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