+153.4%
EXE vs SSNC
+24.4%
+129.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +5.3% | +2.3% | +3.0% | +4.6% |
| 30D | -2.2% | -3.1% | +0.9% | -1.5% |
| 3M | -5.9% | -2.7% | -3.1% | -5.4% |
| 6M | -5.7% | +23.7% | -29.4% | -12.6% |
| YTD | -17.8% | -8.0% | -9.8% | -16.1% |
| 1Y | -23.1% | -4.7% | -18.4% | -22.6% |
| 3Y | +21.2% | +58.0% | -36.8% | -2.4% |
| 5Y | +78.8% | +8.0% | +70.8% | +54.8% |
| All | +153.4% | +24.4% | +129.0% | +108.6% |
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