+108.7%
USB vs SSNC
+178.1%
-69.4%
-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% | +0.9% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -1.3% | +6.0% | -7.4% | -4.4% |
| 3M | +15.2% | +21.0% | -5.7% | +3.4% |
| 6M | +18.8% | +12.1% | +6.7% | +10.6% |
| YTD | +21.0% | -3.2% | +24.2% | +21.2% |
| 1Y | +34.0% | -4.4% | +38.4% | +34.8% |
| 3Y | +95.3% | +51.6% | +43.7% | +53.2% |
| 5Y | +40.4% | +21.1% | +19.3% | +21.9% |
| All | +108.7% | +178.1% | -69.4% | +39.1% |
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