+19.0%
EWZ vs SSNC
+54.4%
-35.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.5% | -3.3% | +1.9% | -0.9% |
| 30D | -24.5% | -1.3% | -23.3% | -24.5% |
| 3M | -10.7% | -2.3% | -8.4% | -10.6% |
| 6M | -19.1% | +12.6% | -31.7% | -21.6% |
| YTD | +1.6% | -10.1% | +11.7% | +4.6% |
| 1Y | +4.3% | -6.6% | +10.9% | +5.8% |
| 3Y | +19.0% | +54.0% | -35.0% | -8.3% |
| All | +19.0% | +54.4% | -35.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling