+253.9%
UMC vs SSNC
+46.7%
+207.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +11.4% | -6.7% | +18.1% | +11.8% |
| 30D | +16.8% | -0.8% | +17.6% | +16.7% |
| 3M | +19.1% | +16.1% | +3.0% | +17.4% |
| 6M | +137.4% | +7.9% | +129.5% | +138.6% |
| YTD | +186.4% | -8.7% | +195.1% | +203.4% |
| 1Y | +229.1% | -9.5% | +238.6% | +249.7% |
| All | +253.9% | +46.7% | +207.1% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling