+29.4%
EXPE vs SSNC
-9.9%
+39.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | -8.7% | -6.7% | -1.9% | -3.3% |
| 30D | -13.6% | -0.8% | -12.8% | -12.9% |
| 3M | +26.6% | +16.1% | +10.6% | +12.4% |
| 6M | +19.9% | +7.9% | +12.0% | +14.5% |
| YTD | -1.7% | -8.7% | +7.0% | +9.6% |
| 1Y | +29.4% | -9.5% | +38.9% | +39.8% |
| All | +29.4% | -9.9% | +39.3% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling