+693.4%
EXPE vs SSNC
+1,023.6%
-330.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -1.9% |
| 30D | -6.1% | -3.1% | -3.0% | -4.2% |
| 3M | -21.3% | -2.7% | -18.6% | -19.8% |
| 6M | +19.0% | +23.7% | -4.7% | +4.0% |
| YTD | -8.4% | -8.0% | -0.4% | -3.5% |
| 1Y | -2.8% | -4.7% | +1.9% | +0.3% |
| 3Y | +120.8% | +58.0% | +62.8% | +70.9% |
| 5Y | +46.2% | +8.0% | +38.2% | +40.4% |
| 10Y | +123.8% | +183.8% | -60.0% | +31.5% |
| All | +693.4% | +1,023.6% | -330.2% | +148.5% |
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