+28.0%
USFR vs SSNC
+169.0%
-140.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -6.7% | +6.8% | +0.1% |
| 30D | +0.3% | -0.8% | +1.1% | +0.3% |
| 3M | +1.0% | +16.1% | -15.1% | +0.9% |
| 6M | +1.9% | +7.9% | -6.0% | +1.9% |
| YTD | +2.7% | -8.7% | +11.4% | +2.7% |
| 1Y | +4.0% | -9.5% | +13.5% | +4.0% |
| 3Y | +14.1% | +47.7% | -33.6% | +14.0% |
| 5Y | +20.5% | +17.6% | +2.8% | +20.5% |
| All | +28.0% | +169.0% | -140.9% | +28.0% |
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