+77.3%
EXE vs SSNC
+7.9%
+69.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | +1.4% | +2.2% | +3.1% |
| 30D | -4.3% | -2.6% | -1.7% | -3.8% |
| 3M | -7.7% | -0.6% | -7.1% | -7.9% |
| 6M | -7.2% | +19.9% | -27.1% | -13.3% |
| YTD | -18.5% | -8.2% | -10.3% | -16.6% |
| 1Y | -24.4% | -5.5% | -18.8% | -23.5% |
| 3Y | +21.6% | +56.8% | -35.2% | -3.5% |
| 5Y | +77.3% | +7.8% | +69.5% | +53.7% |
| All | +77.3% | +7.9% | +69.5% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling