+577.6%
XYZ vs SSNC
+136.7%
+440.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | +14.9% | -4.5% | +19.4% | +19.6% |
| 30D | +14.7% | -3.9% | +18.5% | +18.2% |
| 3M | +12.1% | -1.3% | +13.4% | +12.7% |
| 6M | +18.3% | +14.1% | +4.2% | +2.0% |
| YTD | +36.1% | -9.9% | +46.0% | +46.0% |
| 1Y | +35.3% | -6.2% | +41.5% | +39.8% |
| 3Y | +73.5% | +56.1% | +17.4% | +9.5% |
| 5Y | -61.6% | +5.4% | -67.0% | -63.4% |
| 10Y | +638.0% | +172.3% | +465.7% | +280.1% |
| All | +577.6% | +136.7% | +440.8% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling