+160.8%
EXC vs SSNC
+162.7%
-1.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.3% | -3.9% | +4.2% | +1.5% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -2.7% | +15.9% | -18.6% | -7.5% |
| 6M | -9.4% | +7.5% | -16.8% | -12.0% |
| YTD | +3.0% | -8.2% | +11.3% | +4.8% |
| 1Y | +5.1% | -9.3% | +14.5% | +7.1% |
| 3Y | +20.6% | +48.5% | -27.9% | +1.9% |
| 5Y | +45.7% | +16.0% | +29.7% | +31.6% |
| 10Y | +160.8% | +169.2% | -8.3% | +81.7% |
| All | +160.8% | +162.7% | -1.8% | +81.7% |
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