+17.1%
EW vs SSNC
+51.8%
-34.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -2.6% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -3.3% | +1.9% | -5.3% | -3.8% |
| 3M | +1.0% | +18.4% | -17.4% | -3.5% |
| 6M | +6.2% | +7.0% | -0.7% | +4.3% |
| YTD | +1.7% | -6.9% | +8.7% | +4.2% |
| 1Y | +8.1% | -8.2% | +16.3% | +11.2% |
| 3Y | +17.1% | +50.5% | -33.4% | -1.4% |
| All | +17.1% | +51.8% | -34.7% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling