+105.4%
EXE vs SSNC
+14.9%
+90.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.2% | -6.7% | +4.5% | -0.2% |
| 30D | -0.8% | -0.8% | 0.0% | -0.7% |
| 3M | +10.0% | +16.1% | -6.0% | +4.6% |
| 6M | -6.3% | +7.9% | -14.3% | -9.1% |
| YTD | -10.7% | -8.7% | -2.0% | -8.2% |
| 1Y | +2.7% | -9.5% | +12.2% | +5.7% |
| 3Y | +19.1% | +47.7% | -28.6% | -1.9% |
| 5Y | +105.4% | +17.6% | +87.8% | +69.2% |
| All | +105.4% | +14.9% | +90.5% | +69.2% |
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