+395.6%
EWY vs SSNC
+1,037.0%
-641.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.9% |
| 7D | +8.0% | -1.8% | +9.8% | +8.6% |
| 30D | +14.3% | +1.9% | +12.4% | +13.4% |
| 3M | +2.3% | +18.4% | -16.1% | -5.2% |
| 6M | +49.9% | +7.0% | +42.9% | +43.8% |
| YTD | +95.3% | -6.9% | +102.3% | +96.5% |
| 1Y | +161.7% | -8.2% | +169.9% | +163.8% |
| 3Y | +230.2% | +50.5% | +179.6% | +172.3% |
| 5Y | +148.1% | +17.4% | +130.7% | +122.1% |
| 10Y | +293.2% | +164.9% | +128.2% | +153.4% |
| All | +395.6% | +1,037.0% | -641.4% | +67.4% |
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