-3.4%
ITW vs SSNC
+7.0%
-10.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.5% |
| 7D | -1.9% | -3.9% | +2.0% | -1.2% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | +3.5% | +15.9% | -12.4% | +1.5% |
| 6M | -3.4% | +7.5% | -10.8% | -4.7% |
| All | -3.4% | +7.0% | -10.3% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling