+304.0%
USB vs SSNC
+1,082.2%
-778.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -1.3% | +6.0% | -7.4% | -3.9% |
| 3M | +15.2% | +21.0% | -5.7% | +5.1% |
| 6M | +18.8% | +12.1% | +6.7% | +11.8% |
| YTD | +21.0% | -3.2% | +24.2% | +21.1% |
| 1Y | +34.0% | -4.4% | +38.4% | +34.7% |
| 3Y | +95.3% | +51.6% | +43.7% | +60.0% |
| 5Y | +40.4% | +21.1% | +19.3% | +25.7% |
| 10Y | +107.3% | +177.7% | -70.4% | +33.4% |
| All | +304.0% | +1,082.2% | -778.2% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling