-19.0%
USAR vs SSNC
+37.6%
-56.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.8% | +2.3% | -3.1% | -0.5% |
| 30D | -20.9% | -3.1% | -17.8% | -21.1% |
| 3M | -56.2% | -2.7% | -53.4% | -56.2% |
| 6M | -67.9% | +23.7% | -91.6% | -67.0% |
| YTD | -31.4% | -8.0% | -23.4% | -29.8% |
| 1Y | -45.1% | -4.7% | -40.3% | -43.7% |
| 3Y | -20.3% | +58.0% | -78.3% | -16.9% |
| All | -19.0% | +37.6% | -56.6% | -15.3% |
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 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