+1,665.2%
SHW vs SSNC
+1,082.2%
+583.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -3.2% | +0.6% | -3.9% | -3.5% |
| 30D | -9.5% | +6.0% | -15.6% | -11.5% |
| 3M | +11.5% | +21.0% | -9.5% | +3.6% |
| 6M | -3.5% | +12.1% | -15.6% | -8.1% |
| YTD | +3.7% | -3.2% | +7.0% | +3.8% |
| 1Y | -7.9% | -4.4% | -3.5% | -7.5% |
| 3Y | +24.7% | +51.6% | -26.9% | +5.1% |
| 5Y | +13.6% | +21.1% | -7.5% | +2.5% |
| 10Y | +283.0% | +177.7% | +105.3% | +157.2% |
| All | +1,665.2% | +1,082.2% | +583.0% | +704.7% |
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 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