+530.6%
EXPD vs SSNC
+1,082.2%
-551.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.1% | +0.6% | -1.8% | -1.4% |
| 30D | +4.1% | +6.0% | -2.0% | +1.9% |
| 3M | +17.9% | +21.0% | -3.1% | +9.8% |
| 6M | +29.2% | +12.1% | +17.1% | +23.3% |
| YTD | +27.4% | -3.2% | +30.6% | +27.6% |
| 1Y | +56.8% | -4.4% | +61.2% | +57.6% |
| 3Y | +68.0% | +51.6% | +16.4% | +42.7% |
| 5Y | +61.9% | +21.1% | +40.8% | +46.8% |
| 10Y | +316.0% | +177.7% | +138.3% | +174.7% |
| All | +530.6% | +1,082.2% | -551.6% | +131.2% |
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 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