-34.5%
UPS vs SSNC
+14.9%
-49.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.4% | -6.7% | +3.3% | -0.6% |
| 30D | -2.7% | -0.8% | -1.9% | -2.5% |
| 3M | -1.6% | +16.1% | -17.7% | -8.4% |
| 6M | +2.3% | +7.9% | -5.6% | -1.8% |
| YTD | +5.6% | -8.7% | +14.3% | +9.1% |
| 1Y | +27.1% | -9.5% | +36.5% | +31.5% |
| 3Y | -26.3% | +47.7% | -74.0% | -42.7% |
| 5Y | -34.5% | +17.6% | -52.1% | -42.3% |
| All | -34.5% | +14.9% | -49.4% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling