+141.9%
EWJ vs SSNC
+173.6%
-31.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +0.3% | -4.0% | +4.3% | +1.5% |
| 30D | +0.8% | +0.5% | +0.3% | +0.6% |
| 3M | +7.5% | +18.9% | -11.4% | +1.6% |
| 6M | +15.6% | +10.8% | +4.8% | +11.4% |
| YTD | +22.7% | -7.1% | +29.9% | +24.3% |
| 1Y | +26.4% | -9.6% | +36.0% | +28.9% |
| 3Y | +72.5% | +51.1% | +21.5% | +49.1% |
| 5Y | +52.4% | +19.7% | +32.8% | +39.3% |
| All | +141.9% | +173.6% | -31.7% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling