-26.8%
UPS vs SSNC
+47.5%
-74.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -3.7% | -3.9% | +0.2% | -2.6% |
| 30D | -3.7% | -0.2% | -3.6% | -3.7% |
| 3M | -6.6% | +15.9% | -22.5% | -11.0% |
| 6M | +2.6% | +7.5% | -4.9% | +0.1% |
| YTD | +4.8% | -8.2% | +13.0% | +8.3% |
| 1Y | +25.3% | -9.3% | +34.6% | +30.0% |
| All | -26.8% | +47.5% | -74.3% | -42.2% |
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