+174.6%
ZTS vs SSNC
+730.7%
-556.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +1.9% | +6.0% | -4.1% | -0.2% |
| 3M | -4.0% | +21.0% | -25.0% | -10.8% |
| 6M | -39.1% | +12.1% | -51.2% | -41.9% |
| YTD | -38.8% | -3.2% | -35.6% | -38.6% |
| 1Y | -49.6% | -4.4% | -45.2% | -49.3% |
| 3Y | -59.0% | +51.6% | -110.6% | -65.5% |
| 5Y | -61.8% | +21.1% | -82.8% | -65.6% |
| 10Y | +61.4% | +177.7% | -116.2% | +10.5% |
| All | +174.6% | +730.7% | -556.1% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling