+387.9%
ACWI vs SSNC
+998.3%
-610.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -2.4% | -3.3% | +1.0% | -1.2% |
| 30D | -5.2% | -1.3% | -3.9% | -5.0% |
| 3M | -4.8% | -2.3% | -2.5% | -4.4% |
| 6M | -1.3% | +12.6% | -13.9% | -6.5% |
| YTD | +8.4% | -10.1% | +18.5% | +10.8% |
| 1Y | +11.0% | -6.6% | +17.6% | +11.9% |
| 3Y | +70.6% | +54.0% | +16.6% | +41.4% |
| 5Y | +55.3% | +7.0% | +48.3% | +45.4% |
| 10Y | +223.2% | +176.7% | +46.5% | +111.8% |
| All | +387.9% | +998.3% | -610.4% | +90.7% |
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 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