+47.7%
XYZ vs SSNC
+56.7%
-9.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | +0.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.5% |
| 30D | -1.7% | +6.0% | -7.8% | -6.4% |
| 3M | +16.7% | +21.0% | -4.2% | -1.7% |
| 6M | +26.9% | +12.1% | +14.8% | +14.5% |
| YTD | +27.1% | -3.2% | +30.4% | +32.3% |
| 1Y | +9.3% | -4.4% | +13.6% | +14.9% |
| All | +47.7% | +56.7% | -9.0% | -21.8% |
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