+49.2%
EWJ vs SSNC
+14.9%
+34.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -1.5% | -6.7% | +5.3% | +0.5% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | +8.6% | +16.1% | -7.5% | +3.2% |
| 6M | +12.1% | +7.9% | +4.2% | +9.0% |
| YTD | +20.1% | -8.7% | +28.8% | +23.3% |
| 1Y | +25.2% | -9.5% | +34.7% | +28.8% |
| 3Y | +70.8% | +47.7% | +23.1% | +44.2% |
| 5Y | +49.2% | +17.6% | +31.5% | +35.7% |
| All | +49.2% | +14.9% | +34.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling