+1,184.1%
EW vs SSNC
+1,022.7%
+161.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +6.5% | -0.2% | +6.6% | +6.5% |
| 30D | +22.5% | -1.9% | +24.4% | +23.1% |
| 3M | +13.0% | -0.2% | +13.1% | +12.6% |
| 6M | +37.1% | +19.4% | +17.7% | +27.0% |
| YTD | +24.1% | -8.1% | +32.2% | +26.1% |
| 1Y | +24.2% | -5.3% | +29.5% | +24.8% |
| 3Y | +64.8% | +56.9% | +7.9% | +34.0% |
| 5Y | -7.4% | +8.0% | -15.5% | -13.8% |
| 10Y | +248.8% | +183.6% | +65.2% | +131.2% |
| All | +1,184.1% | +1,022.7% | +161.4% | +477.1% |
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