-68.9%
XYZ vs SSNC
+21.4%
-90.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | +0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.6% |
| 30D | -1.7% | +6.0% | -7.8% | -8.0% |
| 3M | +16.7% | +21.0% | -4.2% | -8.0% |
| 6M | +26.9% | +12.1% | +14.8% | +8.8% |
| YTD | +27.1% | -3.2% | +30.4% | +30.4% |
| 1Y | +9.3% | -4.4% | +13.6% | +13.3% |
| 3Y | +42.3% | +51.6% | -9.3% | -24.9% |
| All | -68.9% | +21.4% | -90.3% | -75.0% |
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