+1,091.2%
SSNC vs ARWR
+321.9%
+769.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.2% | -19.9% | +19.8% | +1.7% |
| 30D | -1.9% | -18.7% | +16.8% | -0.2% |
| 3M | -0.2% | -44.7% | +44.5% | +4.9% |
| 6M | +19.4% | -36.5% | +55.9% | +23.3% |
| YTD | -8.1% | -25.7% | +17.5% | -6.9% |
| 1Y | -5.3% | +18.9% | -24.2% | -8.7% |
| 3Y | +56.9% | +83.1% | -26.2% | +39.2% |
| 5Y | +8.0% | -34.9% | +42.9% | +2.3% |
| 10Y | +183.6% | +1,080.9% | -897.3% | +99.9% |
| All | +1,091.2% | +321.9% | +769.3% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling