-62.1%
W vs SSNC
+18.8%
-80.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +5.5% |
| 7D | +6.5% | -1.8% | +8.3% | +8.6% |
| 30D | -6.2% | +1.9% | -8.1% | -9.0% |
| 3M | +48.9% | +18.4% | +30.5% | +17.1% |
| 6M | +31.2% | +7.0% | +24.2% | +17.5% |
| YTD | -0.4% | -6.9% | +6.5% | +6.6% |
| 1Y | +14.8% | -8.2% | +23.0% | +24.5% |
| 3Y | +40.5% | +50.5% | -10.0% | -29.7% |
| 5Y | -62.1% | +17.4% | -79.5% | -71.9% |
| All | -62.1% | +18.8% | -80.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling