+153.5%
EXPE vs SSNC
+51.8%
+101.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.8% | -4.1% | -4.5% |
| 7D | -9.8% | -1.8% | -8.0% | -8.2% |
| 30D | -11.5% | +1.9% | -13.4% | -12.8% |
| 3M | +21.7% | +18.4% | +3.3% | +4.1% |
| 6M | +10.4% | +7.0% | +3.4% | +3.9% |
| YTD | -2.5% | -6.9% | +4.4% | +5.3% |
| 1Y | +27.3% | -8.2% | +35.5% | +39.0% |
| 3Y | +153.5% | +50.5% | +103.0% | +70.3% |
| All | +153.5% | +51.8% | +101.7% | +70.3% |
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