+4.2%
EWZ vs SSNC
+1,082.2%
-1,078.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | +6.5% | +0.6% | +5.9% | +6.2% |
| 30D | +4.8% | +6.0% | -1.2% | +2.3% |
| 3M | +9.9% | +21.0% | -11.1% | +0.6% |
| 6M | +1.9% | +12.1% | -10.1% | -3.9% |
| YTD | +20.3% | -3.2% | +23.5% | +20.0% |
| 1Y | +35.6% | -4.4% | +40.0% | +35.5% |
| 3Y | +43.4% | +51.6% | -8.2% | +15.2% |
| 5Y | +55.9% | +21.1% | +34.9% | +35.4% |
| 10Y | +84.2% | +177.7% | -93.5% | +11.8% |
| All | +4.2% | +1,082.2% | -1,078.0% | -65.1% |
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