+84.1%
EWZ vs SSNC
+164.2%
-80.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +3.8% |
| 7D | +5.6% | -1.8% | +7.4% | +6.4% |
| 30D | +9.3% | +1.9% | +7.3% | +8.1% |
| 3M | +15.7% | +18.4% | -2.7% | +5.6% |
| 6M | +7.4% | +7.0% | +0.5% | +2.6% |
| YTD | +22.7% | -6.9% | +29.6% | +24.7% |
| 1Y | +36.4% | -8.2% | +44.6% | +39.0% |
| 3Y | +50.4% | +50.5% | -0.1% | +15.8% |
| 5Y | +67.6% | +17.4% | +50.2% | +43.9% |
| 10Y | +84.1% | +164.9% | -80.9% | -1.8% |
| All | +84.1% | +164.2% | -80.2% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling