+87.8%
ZTS vs SSNC
+184.6%
-96.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +5.6% | +2.3% | +3.3% | +4.6% |
| 30D | +12.1% | -3.1% | +15.2% | +13.5% |
| 3M | +11.3% | -2.7% | +14.0% | +12.4% |
| 6M | +14.3% | +23.7% | -9.4% | +4.1% |
| YTD | -31.9% | -8.0% | -23.8% | -30.2% |
| 1Y | -29.3% | -4.7% | -24.6% | -28.6% |
| 3Y | -48.0% | +58.0% | -106.0% | -58.4% |
| 5Y | -58.9% | +8.0% | -66.9% | -62.0% |
| All | +87.8% | +184.6% | -96.9% | +33.7% |
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