+159.2%
W vs SSNC
+170.4%
-11.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +1.5% |
| 7D | +5.9% | -3.9% | +9.8% | +9.9% |
| 30D | -3.0% | -0.2% | -2.9% | -3.2% |
| 3M | +40.3% | +15.9% | +24.4% | +19.6% |
| 6M | +32.2% | +7.5% | +24.8% | +21.1% |
| YTD | -0.3% | -8.2% | +7.9% | +6.0% |
| 1Y | +16.2% | -9.3% | +25.5% | +24.7% |
| 3Y | +40.7% | +48.5% | -7.7% | -5.4% |
| 5Y | -62.3% | +16.0% | -78.4% | -66.3% |
| All | +159.2% | +170.4% | -11.2% | +42.6% |
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