+169.2%
SSNC vs ARWR
+978.7%
-809.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | -3.9% | -3.2% | -0.7% | -3.5% |
| 30D | -0.2% | -6.5% | +6.3% | +0.5% |
| 3M | +15.9% | +12.7% | +3.2% | +13.8% |
| 6M | +7.5% | +36.2% | -28.7% | +2.9% |
| YTD | -8.2% | +24.5% | -32.7% | -11.5% |
| 1Y | -9.3% | +198.0% | -207.3% | -21.8% |
| 3Y | +48.5% | +176.4% | -127.9% | +22.6% |
| 5Y | +16.0% | +26.6% | -10.5% | +0.9% |
| 10Y | +169.2% | +1,054.1% | -884.9% | +76.0% |
| All | +169.2% | +978.7% | -809.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling