+35.0%
ZBRA vs SSNC
+46.7%
-11.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -3.8% | -6.7% | +3.0% | +0.8% |
| 30D | -10.2% | -0.8% | -9.4% | -9.8% |
| 3M | +58.7% | +16.1% | +42.6% | +43.2% |
| 6M | +61.9% | +7.9% | +54.0% | +53.4% |
| YTD | +41.7% | -8.7% | +50.4% | +53.0% |
| 1Y | +12.4% | -9.5% | +21.8% | +22.2% |
| All | +35.0% | +46.7% | -11.7% | -11.2% |
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