+27.4%
USFR vs SSNC
+397.8%
-370.3%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +0.3% | +6.0% | -5.7% | +0.3% |
| 3M | +1.0% | +21.0% | -20.0% | +1.0% |
| 6M | +1.9% | +12.1% | -10.1% | +1.9% |
| YTD | +2.6% | -3.2% | +5.8% | +2.6% |
| 1Y | +4.0% | -4.4% | +8.4% | +4.0% |
| 3Y | +14.1% | +51.6% | -37.5% | +14.0% |
| 5Y | +20.4% | +21.1% | -0.7% | +20.4% |
| 10Y | +28.0% | +177.7% | -149.7% | +27.7% |
| All | +27.4% | +397.8% | -370.3% | +27.3% |
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