+213.2%
EWJ vs SSNC
+1,021.3%
-808.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +1.0% | -3.9% | +4.9% | +2.1% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +7.2% | +15.9% | -8.7% | +2.4% |
| 6M | +13.9% | +7.5% | +6.4% | +10.8% |
| YTD | +20.8% | -8.2% | +29.0% | +22.4% |
| 1Y | +26.4% | -9.3% | +35.7% | +28.4% |
| 3Y | +71.8% | +48.5% | +23.3% | +50.7% |
| 5Y | +49.9% | +16.0% | +33.9% | +39.2% |
| 10Y | +140.0% | +169.2% | -29.2% | +71.3% |
| All | +213.2% | +1,021.3% | -808.1% | +50.5% |
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