+279.5%
UNP vs SSNC
+169.0%
+110.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.2% | -6.7% | +5.6% | +1.7% |
| 30D | -2.0% | -0.8% | -1.2% | -1.7% |
| 3M | +7.5% | +16.1% | -8.5% | +0.3% |
| 6M | +15.3% | +7.9% | +7.4% | +10.5% |
| YTD | +25.4% | -8.7% | +34.1% | +28.4% |
| 1Y | +35.6% | -9.5% | +45.1% | +39.1% |
| 3Y | +44.1% | +47.7% | -3.5% | +17.4% |
| 5Y | +54.0% | +17.6% | +36.3% | +35.9% |
| All | +279.5% | +169.0% | +110.5% | +162.8% |
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 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