+51.1%
SSNC vs GWRE
+50.1%
+1.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -4.0% | -13.2% | +9.2% | -1.3% |
| 30D | +0.5% | -18.6% | +19.1% | +3.9% |
| 3M | +18.9% | +18.9% | 0.0% | +13.6% |
| 6M | +10.8% | -11.0% | +21.8% | +10.7% |
| YTD | -7.1% | -29.9% | +22.8% | -4.1% |
| 1Y | -9.6% | -44.3% | +34.7% | -3.1% |
| 3Y | +51.1% | +51.7% | -0.6% | +26.0% |
| All | +51.1% | +50.1% | +1.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling