+62.9%
EXEL vs SSNC
-5.1%
+68.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +2.3% | -3.1% | -1.1% |
| 30D | +13.1% | -3.1% | +16.2% | +13.6% |
| 3M | +36.3% | -2.7% | +39.1% | +36.9% |
| 6M | +34.5% | +23.7% | +10.8% | +31.4% |
| YTD | +57.4% | -8.0% | +65.5% | +63.1% |
| 1Y | +62.9% | -4.7% | +67.6% | +66.7% |
| All | +62.9% | -5.1% | +68.0% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling