+116.7%
UMAC vs SSNC
-8.1%
+124.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.5% |
| 7D | -3.4% | -4.0% | +0.6% | -3.3% |
| 30D | -15.1% | +0.5% | -15.6% | -15.2% |
| 3M | -10.8% | +18.9% | -29.7% | -11.0% |
| 6M | +15.7% | +10.8% | +4.8% | +19.6% |
| YTD | +80.1% | -7.1% | +87.3% | +121.7% |
| 1Y | +116.7% | -9.6% | +126.3% | +211.8% |
| All | +116.7% | -8.1% | +124.9% | +211.8% |
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