+1.2%
EWZ vs SSNC
-4.9%
+6.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -25.5% | -1.9% | -23.6% | -25.5% |
| 3M | -4.5% | -0.2% | -4.4% | -4.6% |
| 6M | -15.3% | +19.4% | -34.7% | -15.6% |
| YTD | +3.1% | -8.1% | +11.2% | +3.0% |
| 1Y | +1.2% | -5.3% | +6.5% | +0.8% |
| All | +1.2% | -4.9% | +6.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling