-20.3%
USAR vs SSNC
+58.0%
-78.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -66.8% |
| YTD | -31.4% | -8.0% | -23.4% | -29.7% |
| 1Y | -45.1% | -4.7% | -40.3% | -43.6% |
| 3Y | -20.3% | +58.0% | -78.3% | -15.9% |
| All | -20.3% | +58.0% | -78.3% | -15.9% |
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 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