+2,322.3%
ULTA vs SSNC
+1,021.3%
+1,301.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.7% |
| 7D | -1.8% | -3.9% | +2.1% | -0.1% |
| 30D | -1.2% | -0.2% | -1.1% | -1.2% |
| 3M | +13.4% | +15.9% | -2.5% | +5.7% |
| 6M | -15.6% | +7.5% | -23.1% | -19.0% |
| YTD | -10.4% | -8.2% | -2.2% | -8.4% |
| 1Y | +5.5% | -9.3% | +14.8% | +8.2% |
| 3Y | +31.0% | +48.5% | -17.5% | +6.4% |
| 5Y | +41.8% | +16.0% | +25.8% | +27.1% |
| 10Y | +127.0% | +169.2% | -42.2% | +40.2% |
| All | +2,322.3% | +1,021.3% | +1,301.0% | +681.0% |
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