+36.4%
UPS vs SSNC
+173.6%
-137.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | -2.0% | -4.0% | +2.1% | -0.5% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | -6.2% | +18.9% | -25.2% | -12.7% |
| 6M | +2.8% | +10.8% | -8.1% | -2.0% |
| YTD | +5.9% | -7.1% | +13.0% | +7.6% |
| 1Y | +26.2% | -9.6% | +35.9% | +29.3% |
| 3Y | -26.0% | +51.1% | -77.1% | -38.7% |
| 5Y | -34.3% | +19.7% | -53.9% | -41.1% |
| All | +36.4% | +173.6% | -137.2% | -0.7% |
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