+166.8%
EXC vs SSNC
+1,082.2%
-915.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.3% | +0.6% | -0.4% | +0.1% |
| 30D | -3.7% | +6.0% | -9.8% | -5.1% |
| 3M | -1.3% | +21.0% | -22.3% | -6.0% |
| 6M | -9.7% | +12.1% | -21.8% | -12.6% |
| YTD | +2.9% | -3.2% | +6.1% | +2.9% |
| 1Y | +4.4% | -4.4% | +8.7% | +4.5% |
| 3Y | +22.2% | +51.6% | -29.4% | +7.8% |
| 5Y | +46.7% | +21.1% | +25.6% | +35.0% |
| 10Y | +155.3% | +177.7% | -22.3% | +96.1% |
| All | +166.8% | +1,082.2% | -915.4% | +59.8% |
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