+680.5%
EXPE vs SSNC
+1,013.9%
-333.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -11.2% | -2.5% | -8.7% | -9.8% |
| 30D | -7.5% | -2.7% | -4.7% | -5.8% |
| 3M | -19.1% | -0.8% | -18.2% | -18.5% |
| 6M | +10.7% | +15.5% | -4.8% | +1.0% |
| YTD | -9.9% | -8.8% | -1.1% | -4.6% |
| 1Y | -4.6% | -5.8% | +1.2% | -0.8% |
| 3Y | +116.8% | +55.7% | +61.1% | +69.3% |
| 5Y | +38.6% | +6.7% | +31.9% | +34.1% |
| 10Y | +115.9% | +184.0% | -68.2% | +26.9% |
| All | +680.5% | +1,013.9% | -333.5% | +145.8% |
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 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