+1,842.6%
UMC vs SSNC
+173.6%
+1,669.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.8% |
| 7D | +9.0% | -4.0% | +13.0% | +10.4% |
| 30D | +17.2% | +0.5% | +16.7% | +16.7% |
| 3M | +11.4% | +18.9% | -7.5% | +3.4% |
| 6M | +137.5% | +10.8% | +126.7% | +125.3% |
| YTD | +193.1% | -7.1% | +200.3% | +196.4% |
| 1Y | +240.3% | -9.6% | +249.9% | +247.2% |
| 3Y | +262.2% | +51.1% | +211.1% | +196.0% |
| 5Y | +143.1% | +19.7% | +123.5% | +115.9% |
| All | +1,842.6% | +173.6% | +1,669.0% | +1,293.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling