+179.1%
EXC vs SSNC
+1,000.8%
-821.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -1.7% | -4.5% | +2.8% | -0.7% |
| 30D | +9.3% | -3.9% | +13.2% | +10.2% |
| 3M | +1.0% | -1.3% | +2.4% | +1.2% |
| 6M | +5.9% | +14.1% | -8.2% | +2.1% |
| YTD | +7.6% | -9.9% | +17.5% | +9.3% |
| 1Y | +2.4% | -6.2% | +8.6% | +2.9% |
| 3Y | +30.2% | +56.1% | -25.8% | +13.8% |
| 5Y | +41.4% | +5.4% | +36.0% | +34.4% |
| 10Y | +183.8% | +172.3% | +11.5% | +119.7% |
| All | +179.1% | +1,000.8% | -821.7% | +69.7% |
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 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