+84.9%
USB vs SSNC
+174.0%
-89.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | +1.4% | -2.5% | +4.0% | +2.8% |
| 30D | +6.4% | -2.7% | +9.2% | +7.7% |
| 3M | -4.5% | -0.8% | -3.6% | -4.5% |
| 6M | +11.4% | +15.5% | -4.1% | +1.8% |
| YTD | +17.1% | -8.8% | +25.9% | +20.5% |
| 1Y | +32.6% | -5.8% | +38.4% | +34.0% |
| 3Y | +101.8% | +55.7% | +46.1% | +55.0% |
| 5Y | +25.1% | +6.7% | +18.5% | +15.2% |
| 10Y | +84.9% | +184.0% | -99.2% | +26.4% |
| All | +84.9% | +174.0% | -89.1% | +26.4% |
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