+31.8%
USB vs SSNC
-7.9%
+39.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.8% |
| 30D | +5.8% | -1.3% | +7.1% | +6.0% |
| 3M | -6.0% | -2.3% | -3.6% | -5.6% |
| 6M | +7.8% | +12.6% | -4.9% | +4.3% |
| YTD | +14.6% | -10.1% | +24.7% | +18.2% |
| 1Y | +31.8% | -6.6% | +38.3% | +30.4% |
| All | +31.8% | -7.9% | +39.7% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling