+1,065.3%
SSNC vs ARWR
+397.1%
+668.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -3.3% | -2.9% | -0.4% | -3.1% |
| 30D | -1.3% | -5.4% | +4.1% | -0.8% |
| 3M | -2.3% | -32.2% | +29.9% | +0.9% |
| 6M | +12.6% | -26.5% | +39.1% | +14.9% |
| YTD | -10.1% | -12.4% | +2.3% | -10.2% |
| 1Y | -6.6% | +46.9% | -53.4% | -11.5% |
| 3Y | +54.0% | +116.0% | -62.0% | +34.7% |
| 5Y | +7.0% | -28.0% | +34.9% | +0.4% |
| 10Y | +176.7% | +923.9% | -747.2% | +95.1% |
| All | +1,065.3% | +397.1% | +668.2% | +689.9% |
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