+71.5%
EXPD vs SSNC
+54.4%
+17.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -7.2% | -3.3% | -3.8% | -6.1% |
| 30D | -3.3% | -1.3% | -2.0% | -3.2% |
| 3M | +3.4% | -2.3% | +5.7% | +3.8% |
| 6M | +22.7% | +12.6% | +10.1% | +17.0% |
| YTD | +24.5% | -10.1% | +34.6% | +29.2% |
| 1Y | +38.6% | -6.6% | +45.2% | +41.4% |
| 3Y | +71.5% | +54.0% | +17.5% | +49.2% |
| All | +71.5% | +54.4% | +17.1% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling