+55.5%
ZTS vs SSNC
+169.0%
-113.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.5% | -6.7% | +2.3% | -1.7% |
| 30D | -3.3% | -0.8% | -2.5% | -3.0% |
| 3M | -9.7% | +16.1% | -25.8% | -15.4% |
| 6M | -38.8% | +7.9% | -46.8% | -41.0% |
| YTD | -41.2% | -8.7% | -32.5% | -39.5% |
| 1Y | -50.3% | -9.5% | -40.8% | -48.8% |
| 3Y | -59.1% | +47.7% | -106.8% | -66.2% |
| 5Y | -62.8% | +17.6% | -80.4% | -66.7% |
| All | +55.5% | +169.0% | -113.5% | +10.9% |
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