+178.8%
EXC vs SSNC
+1,022.7%
-843.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +8.3% | -1.9% | +10.2% | +8.7% |
| 3M | +2.6% | -0.2% | +2.8% | +2.5% |
| 6M | +5.2% | +19.4% | -14.2% | +0.2% |
| YTD | +7.5% | -8.1% | +15.6% | +8.7% |
| 1Y | +3.2% | -5.3% | +8.4% | +3.4% |
| 3Y | +29.5% | +56.9% | -27.4% | +13.1% |
| 5Y | +39.7% | +8.0% | +31.6% | +32.0% |
| 10Y | +200.1% | +183.6% | +16.5% | +130.5% |
| All | +178.8% | +1,022.7% | -843.9% | +68.8% |
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