+24.8%
USAR vs SSNC
-3.0%
+27.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.8% |
| 7D | -2.1% | +0.6% | -2.8% | -1.9% |
| 30D | +2.6% | +6.0% | -3.4% | +4.6% |
| 3M | -35.0% | +21.0% | -56.0% | -29.3% |
| 6M | -6.9% | +12.1% | -19.0% | -0.7% |
| YTD | +48.0% | -3.2% | +51.2% | +56.1% |
| 1Y | +24.8% | -4.4% | +29.2% | +21.7% |
| All | +24.8% | -3.0% | +27.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling