+418.4%
ACWI vs SSNC
+1,082.2%
-663.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +0.9% | +6.0% | -5.2% | -1.3% |
| 3M | +2.4% | +21.0% | -18.6% | -5.0% |
| 6M | +12.4% | +12.1% | +0.3% | +6.8% |
| YTD | +15.2% | -3.2% | +18.4% | +15.1% |
| 1Y | +22.7% | -4.4% | +27.1% | +22.9% |
| 3Y | +75.8% | +51.6% | +24.2% | +47.1% |
| 5Y | +67.7% | +21.1% | +46.6% | +50.7% |
| 10Y | +229.0% | +177.7% | +51.3% | +115.2% |
| All | +418.4% | +1,082.2% | -663.8% | +98.0% |
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