-16.0%
Z vs SSNC
+174.0%
-190.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.5% |
| 7D | -6.5% | -2.5% | -3.9% | -4.6% |
| 30D | -0.1% | -2.7% | +2.6% | +2.2% |
| 3M | -14.1% | -0.8% | -13.3% | -13.0% |
| 6M | -30.1% | +15.5% | -45.6% | -37.4% |
| YTD | -57.5% | -8.8% | -48.7% | -54.3% |
| 1Y | -60.3% | -5.8% | -54.5% | -58.4% |
| 3Y | -21.0% | +55.7% | -76.7% | -44.3% |
| 5Y | -54.9% | +6.7% | -61.6% | -57.8% |
| 10Y | -16.0% | +184.0% | -200.1% | -54.6% |
| All | -16.0% | +174.0% | -190.0% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling