-39.6%
ZS vs SSNC
+14.9%
-54.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.1% |
| 7D | -8.1% | -6.7% | -1.3% | -1.7% |
| 30D | -8.4% | -0.8% | -7.6% | -7.6% |
| 3M | +31.1% | +16.1% | +15.0% | +12.6% |
| 6M | +4.4% | +7.9% | -3.6% | -2.8% |
| YTD | -27.3% | -8.7% | -18.6% | -21.0% |
| 1Y | -41.4% | -9.5% | -31.9% | -36.2% |
| 3Y | +1.7% | +47.7% | -46.0% | -37.9% |
| 5Y | -39.6% | +17.6% | -57.2% | -49.1% |
| All | -39.6% | +14.9% | -54.5% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling