+183.9%
SSNC vs ARWR
+1,024.2%
-840.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | +2.3% | -17.8% | +20.2% | +4.4% |
| 30D | -3.1% | -18.1% | +15.0% | -1.2% |
| 3M | -2.7% | -44.2% | +41.4% | +3.3% |
| 6M | +23.7% | -38.6% | +62.3% | +29.1% |
| YTD | -8.0% | -28.0% | +20.0% | -6.3% |
| 1Y | -4.7% | +16.1% | -20.8% | -8.9% |
| 3Y | +58.0% | +84.0% | -26.0% | +35.1% |
| 5Y | +8.0% | -35.4% | +43.4% | +0.7% |
| All | +183.9% | +1,024.2% | -840.3% | +93.8% |
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