+5.1%
EXC vs SSNC
-9.3%
+14.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.3% | -3.9% | +4.2% | +0.4% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -2.7% | +15.9% | -18.6% | -3.1% |
| 6M | -9.4% | +7.5% | -16.8% | -10.1% |
| YTD | +3.0% | -8.2% | +11.3% | +2.2% |
| 1Y | +5.1% | -9.3% | +14.5% | +5.7% |
| All | +5.1% | -9.3% | +14.4% | +5.7% |
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 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