+284.5%
USB vs SSNC
+1,006.7%
-722.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.4% |
| 7D | -1.5% | -2.8% | +1.4% | -0.2% |
| 30D | +4.3% | +0.4% | +3.9% | +3.9% |
| 3M | -6.1% | -0.7% | -5.3% | -6.1% |
| 6M | +9.4% | +13.9% | -4.5% | +2.1% |
| YTD | +15.2% | -9.4% | +24.6% | +18.4% |
| 1Y | +32.8% | -7.4% | +40.1% | +35.0% |
| 3Y | +91.3% | +55.7% | +35.6% | +54.4% |
| 5Y | +22.7% | +7.8% | +14.9% | +15.2% |
| 10Y | +97.0% | +178.8% | -81.8% | +27.3% |
| All | +284.5% | +1,006.7% | -722.2% | +40.5% |
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