+1,162.3%
EW vs SSNC
+1,013.9%
+148.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +9.3% | -2.5% | +11.8% | +10.3% |
| 30D | +22.1% | -2.7% | +24.8% | +23.1% |
| 3M | +13.0% | -0.8% | +13.8% | +13.0% |
| 6M | +30.1% | +15.5% | +14.6% | +22.0% |
| YTD | +22.0% | -8.8% | +30.8% | +24.3% |
| 1Y | +23.7% | -5.8% | +29.5% | +24.5% |
| 3Y | +62.0% | +55.7% | +6.3% | +32.1% |
| 5Y | -12.4% | +6.7% | -19.1% | -18.1% |
| 10Y | +236.1% | +184.0% | +52.0% | +122.9% |
| All | +1,162.3% | +1,013.9% | +148.3% | +468.9% |
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