+88.3%
EXPE vs SSNC
+15.9%
+72.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.5% |
| 7D | -11.5% | -3.9% | -7.6% | -8.3% |
| 30D | -13.1% | -0.2% | -12.9% | -12.8% |
| 3M | +18.1% | +15.9% | +2.2% | +3.0% |
| 6M | +13.3% | +7.5% | +5.8% | +5.5% |
| YTD | -3.2% | -8.2% | +5.0% | +4.7% |
| 1Y | +26.1% | -9.3% | +35.5% | +37.6% |
| 3Y | +151.7% | +48.5% | +103.3% | +78.4% |
| 5Y | +88.3% | +16.0% | +72.3% | +68.2% |
| All | +88.3% | +15.9% | +72.4% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling