+182.5%
UPS vs SSNC
+1,082.2%
-899.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -3.5% | +6.0% | -9.6% | -5.3% |
| 3M | -5.7% | +21.0% | -26.7% | -11.7% |
| 6M | -4.4% | +12.1% | -16.5% | -8.5% |
| YTD | +8.0% | -3.2% | +11.3% | +8.0% |
| 1Y | +29.0% | -4.4% | +33.4% | +29.2% |
| 3Y | -27.7% | +51.6% | -79.3% | -38.2% |
| 5Y | -34.3% | +21.1% | -55.4% | -40.2% |
| 10Y | +37.8% | +177.7% | -139.9% | -2.3% |
| All | +182.5% | +1,082.2% | -899.7% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling