+59.3%
USAR vs SSNC
+36.6%
+22.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.4% | -6.0% |
| 7D | -9.3% | -6.7% | -2.6% | -10.1% |
| 30D | -15.2% | -0.8% | -14.4% | -15.2% |
| 3M | -21.1% | +16.1% | -37.2% | -19.1% |
| 6M | -21.6% | +7.9% | -29.5% | -19.8% |
| YTD | +34.8% | -8.7% | +43.5% | +37.6% |
| 1Y | +15.6% | -9.5% | +25.1% | +17.9% |
| 3Y | +57.7% | +47.7% | +10.1% | +64.0% |
| All | +59.3% | +36.6% | +22.7% | +65.9% |
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