+9.2%
Z vs SSNC
+158.7%
-149.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -9.1% | -9.5% |
| 7D | -2.3% | -2.8% | +0.6% | -0.1% |
| 30D | +9.4% | +0.4% | +8.9% | +9.3% |
| 3M | -16.1% | -0.7% | -15.4% | -15.1% |
| 6M | -30.4% | +13.9% | -44.3% | -36.6% |
| YTD | -55.6% | -9.4% | -46.2% | -52.2% |
| 1Y | -58.5% | -7.4% | -51.2% | -56.1% |
| 3Y | -19.6% | +55.7% | -75.3% | -41.8% |
| 5Y | -54.1% | +7.8% | -61.9% | -57.0% |
| 10Y | -12.1% | +178.8% | -190.9% | -51.4% |
| All | +9.2% | +158.7% | -149.5% | -39.6% |
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 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