+1,151.0%
UMC vs SSNC
+1,037.0%
+114.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +6.3% |
| 7D | +6.6% | -1.8% | +8.4% | +7.1% |
| 30D | +16.6% | +1.9% | +14.7% | +15.6% |
| 3M | +11.0% | +18.4% | -7.4% | +3.7% |
| 6M | +131.3% | +7.0% | +124.3% | +122.7% |
| YTD | +182.5% | -6.9% | +189.4% | +184.1% |
| 1Y | +222.3% | -8.2% | +230.4% | +225.0% |
| 3Y | +253.0% | +50.5% | +202.5% | +196.0% |
| 5Y | +141.8% | +17.4% | +124.4% | +120.0% |
| 10Y | +1,772.2% | +164.9% | +1,607.3% | +1,193.3% |
| All | +1,151.0% | +1,037.0% | +114.0% | +404.4% |
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