+816.6%
EXPE vs SSNC
+1,082.2%
-265.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -9.5% | +0.6% | -10.2% | -9.9% |
| 30D | -6.6% | +6.0% | -12.7% | -9.9% |
| 3M | +31.4% | +21.0% | +10.4% | +16.5% |
| 6M | +35.2% | +12.1% | +23.1% | +25.5% |
| YTD | +5.8% | -3.2% | +9.0% | +7.9% |
| 1Y | +38.7% | -4.4% | +43.0% | +42.3% |
| 3Y | +175.8% | +51.6% | +124.2% | +118.3% |
| 5Y | +111.8% | +21.1% | +90.8% | +90.2% |
| 10Y | +179.7% | +177.7% | +2.0% | +63.9% |
| All | +816.6% | +1,082.2% | -265.6% | +178.0% |
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