+872.2%
EXEL vs SSNC
+1,082.2%
-210.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +8.4% | +0.6% | +7.7% | +8.0% |
| 30D | +4.1% | +6.0% | -2.0% | +0.9% |
| 3M | +12.4% | +21.0% | -8.5% | +1.2% |
| 6M | +41.5% | +12.1% | +29.5% | +31.7% |
| YTD | +34.6% | -3.2% | +37.9% | +34.2% |
| 1Y | +57.9% | -4.4% | +62.2% | +57.9% |
| 3Y | +159.5% | +51.6% | +107.9% | +99.8% |
| 5Y | +198.5% | +21.1% | +177.4% | +152.5% |
| 10Y | +411.4% | +177.7% | +233.7% | +135.0% |
| All | +872.2% | +1,082.2% | -210.0% | +37.7% |
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 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