+278.9%
UNP vs SSNC
+184.6%
+94.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +4.2% | +2.3% | +1.9% | +3.2% |
| 30D | +5.6% | -3.1% | +8.7% | +6.8% |
| 3M | +2.0% | -2.7% | +4.8% | +2.9% |
| 6M | +15.4% | +23.7% | -8.3% | +4.3% |
| YTD | +32.7% | -8.0% | +40.8% | +35.2% |
| 1Y | +39.4% | -4.7% | +44.1% | +39.6% |
| 3Y | +54.3% | +58.0% | -3.7% | +21.4% |
| 5Y | +39.6% | +8.0% | +31.7% | +27.8% |
| All | +278.9% | +184.6% | +94.3% | +157.0% |
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