+47.4%
EWZ vs SSNC
+176.8%
-129.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.5% | -3.3% | +1.9% | 0.0% |
| 30D | -24.5% | -1.3% | -23.3% | -24.3% |
| 3M | -10.7% | -2.3% | -8.4% | -10.2% |
| 6M | -19.1% | +12.6% | -31.7% | -24.7% |
| YTD | +1.6% | -10.1% | +11.7% | +4.5% |
| 1Y | +4.3% | -6.6% | +10.9% | +5.0% |
| 3Y | +19.0% | +54.0% | -35.0% | -9.8% |
| 5Y | +57.7% | +7.0% | +50.7% | +42.3% |
| All | +47.4% | +176.8% | -129.4% | -19.2% |
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