+222.9%
EWY vs SSNC
+49.3%
+173.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.1% |
| 7D | -0.1% | -4.0% | +4.0% | +0.3% |
| 30D | +7.3% | +0.5% | +6.8% | +7.2% |
| 3M | -5.1% | +18.9% | -24.1% | -7.4% |
| 6M | +42.1% | +10.8% | +31.2% | +41.5% |
| YTD | +94.1% | -7.1% | +101.3% | +104.9% |
| 1Y | +147.8% | -9.6% | +157.4% | +164.7% |
| 3Y | +222.9% | +51.1% | +171.9% | +161.3% |
| All | +222.9% | +49.3% | +173.7% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling