+156.4%
EXPE vs SSNC
+169.0%
-12.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | -8.7% | -6.7% | -1.9% | -3.8% |
| 30D | -13.6% | -0.8% | -12.8% | -13.0% |
| 3M | +26.6% | +16.1% | +10.6% | +13.2% |
| 6M | +19.9% | +7.9% | +12.0% | +12.8% |
| YTD | -1.7% | -8.7% | +7.0% | +4.9% |
| 1Y | +29.4% | -9.5% | +38.9% | +38.8% |
| 3Y | +155.7% | +47.7% | +108.0% | +96.9% |
| 5Y | +93.1% | +17.6% | +75.4% | +72.2% |
| All | +156.4% | +169.0% | -12.6% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling