+398.6%
ZS vs SSNC
+69.3%
+329.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.5% |
| 7D | -3.1% | -4.0% | +0.9% | -0.4% |
| 30D | -7.2% | +0.5% | -7.7% | -7.4% |
| 3M | +30.5% | +18.9% | +11.5% | +15.4% |
| 6M | +7.0% | +10.8% | -3.9% | +0.1% |
| YTD | -26.8% | -7.1% | -19.7% | -23.2% |
| 1Y | -42.6% | -9.6% | -33.0% | -38.9% |
| 3Y | -0.3% | +51.1% | -51.4% | -25.2% |
| 5Y | -39.2% | +19.7% | -58.9% | -46.5% |
| All | +398.6% | +69.3% | +329.3% | +250.6% |
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