+20.3%
EXE vs SSNC
+47.5%
-27.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -2.7% | -3.9% | +1.2% | -2.1% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +9.5% | +15.9% | -6.4% | +6.4% |
| 6M | -9.3% | +7.5% | -16.8% | -10.4% |
| YTD | -10.9% | -8.2% | -2.7% | -8.3% |
| 1Y | +4.3% | -9.3% | +13.6% | +7.6% |
| All | +20.3% | +47.5% | -27.3% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling