+11,083.5%
URI vs SSNC
+1,082.2%
+10,001.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | -12.9% | +6.0% | -19.0% | -16.6% |
| 3M | -6.7% | +21.0% | -27.7% | -19.8% |
| 6M | +19.0% | +12.1% | +6.9% | +7.0% |
| YTD | +25.5% | -3.2% | +28.8% | +24.2% |
| 1Y | +5.5% | -4.4% | +9.9% | +4.9% |
| 3Y | +111.3% | +51.6% | +59.7% | +50.8% |
| 5Y | +198.6% | +21.1% | +177.5% | +148.8% |
| 10Y | +1,179.9% | +177.7% | +1,002.2% | +500.5% |
| All | +11,083.5% | +1,082.2% | +10,001.3% | +1,762.3% |
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 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