+1,135.8%
URI vs SSNC
+184.6%
+951.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | +6.7% | +2.3% | +4.4% | +5.0% |
| 30D | +8.9% | -3.1% | +12.0% | +11.0% |
| 3M | +0.5% | -2.7% | +3.3% | +1.8% |
| 6M | +20.7% | +23.7% | -3.0% | +0.1% |
| YTD | +40.0% | -8.0% | +48.1% | +43.4% |
| 1Y | +34.4% | -4.7% | +39.1% | +33.7% |
| 3Y | +149.5% | +58.0% | +91.5% | +65.3% |
| 5Y | +205.6% | +8.0% | +197.6% | +170.6% |
| All | +1,135.8% | +184.6% | +951.2% | +588.4% |
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