+1,186.2%
URI vs SSNC
+169.0%
+1,017.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.5% |
| 7D | -0.5% | -6.7% | +6.3% | +4.5% |
| 30D | -13.4% | -0.8% | -12.6% | -13.1% |
| 3M | -6.2% | +16.1% | -22.3% | -17.6% |
| 6M | +28.0% | +7.9% | +20.0% | +17.5% |
| YTD | +23.0% | -8.7% | +31.7% | +27.1% |
| 1Y | +5.5% | -9.5% | +15.0% | +9.4% |
| 3Y | +119.2% | +47.7% | +71.5% | +54.3% |
| 5Y | +201.0% | +17.6% | +183.4% | +150.7% |
| All | +1,186.2% | +169.0% | +1,017.2% | +597.9% |
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