+40.5%
W vs SSNC
+51.8%
-11.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +4.4% |
| 7D | +6.5% | -1.8% | +8.3% | +8.2% |
| 30D | -6.2% | +1.9% | -8.1% | -8.4% |
| 3M | +48.9% | +18.4% | +30.5% | +24.1% |
| 6M | +31.2% | +7.0% | +24.2% | +22.2% |
| YTD | -0.4% | -6.9% | +6.5% | +7.8% |
| 1Y | +14.8% | -8.2% | +23.0% | +26.4% |
| 3Y | +40.5% | +50.5% | -10.0% | -25.8% |
| All | +40.5% | +51.8% | -11.3% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling