+46.9%
ULTA vs SSNC
+19.2%
+27.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.4% |
| 7D | -3.1% | -4.0% | +1.0% | -1.4% |
| 30D | +2.8% | +0.5% | +2.3% | +2.6% |
| 3M | +14.8% | +18.9% | -4.2% | +6.2% |
| 6M | -16.2% | +10.8% | -27.1% | -20.3% |
| YTD | -9.6% | -7.1% | -2.5% | -7.2% |
| 1Y | +4.8% | -9.6% | +14.4% | +8.8% |
| 3Y | +30.7% | +51.1% | -20.4% | +2.9% |
| All | +46.9% | +19.2% | +27.7% | +39.4% |
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