+67.7%
USAR vs SSNC
+47.5%
+20.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.6% |
| 7D | -4.4% | -3.9% | -0.5% | -4.9% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -18.4% | +15.9% | -34.3% | -16.1% |
| 6M | -8.8% | +7.5% | -16.3% | -6.6% |
| YTD | +43.4% | -8.2% | +51.6% | +46.5% |
| 1Y | +21.0% | -9.3% | +30.3% | +23.6% |
| All | +67.7% | +47.5% | +20.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling