+142.7%
EWY vs SSNC
+14.9%
+127.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.2% | -6.7% | +8.0% | +3.2% |
| 30D | +9.3% | -0.8% | +10.1% | +9.4% |
| 3M | +2.4% | +16.1% | -13.6% | -3.2% |
| 6M | +40.3% | +7.9% | +32.3% | +36.1% |
| YTD | +88.0% | -8.7% | +96.7% | +94.9% |
| 1Y | +143.8% | -9.5% | +153.3% | +153.0% |
| 3Y | +217.8% | +47.7% | +170.1% | +154.2% |
| 5Y | +142.7% | +17.6% | +125.1% | +113.0% |
| All | +142.7% | +14.9% | +127.8% | +113.0% |
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