+7.9%
UMAC vs SSNC
-3.9%
+11.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.6% | -9.3% | -11.2% |
| 7D | -26.0% | -1.1% | -24.9% | -26.2% |
| 30D | -40.3% | +0.6% | -40.9% | -40.4% |
| 3M | -51.1% | -1.5% | -49.7% | -51.2% |
| 6M | -5.6% | +15.8% | -21.5% | -2.1% |
| YTD | +2.3% | -8.0% | +10.2% | +29.2% |
| 1Y | +7.9% | -5.8% | +13.7% | +26.7% |
| All | +7.9% | -3.9% | +11.8% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling