+531.9%
EXPD vs SSNC
+1,013.9%
-482.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -7.4% | -2.5% | -4.9% | -6.5% |
| 30D | -2.1% | -2.7% | +0.6% | -1.3% |
| 3M | +5.7% | -0.8% | +6.5% | +5.7% |
| 6M | +21.4% | +15.5% | +5.9% | +14.5% |
| YTD | +27.6% | -8.8% | +36.4% | +30.2% |
| 1Y | +36.1% | -5.8% | +41.9% | +37.3% |
| 3Y | +69.9% | +55.7% | +14.2% | +42.7% |
| 5Y | +59.7% | +6.7% | +53.0% | +50.9% |
| 10Y | +323.0% | +184.0% | +139.0% | +177.6% |
| All | +531.9% | +1,013.9% | -482.0% | +136.0% |
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