-18.4%
Z vs SSNC
+55.6%
-74.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -9.1% | -9.2% |
| 7D | -2.3% | -2.8% | +0.6% | +0.3% |
| 30D | +9.4% | +0.4% | +8.9% | +9.2% |
| 3M | -16.1% | -0.7% | -15.4% | -15.0% |
| 6M | -30.4% | +13.9% | -44.3% | -37.4% |
| YTD | -55.6% | -9.4% | -46.2% | -51.3% |
| 1Y | -58.5% | -7.4% | -51.2% | -55.5% |
| All | -18.4% | +55.6% | -74.0% | -59.8% |
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