+147.8%
SW vs SSNC
+178.1%
-30.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -4.6% | +6.0% | -10.6% | -5.9% |
| 3M | +9.4% | +21.0% | -11.6% | +4.7% |
| 6M | +3.5% | +12.1% | -8.6% | +0.6% |
| YTD | +22.0% | -3.2% | +25.3% | +22.2% |
| 1Y | +2.2% | -4.4% | +6.6% | +2.6% |
| 3Y | +19.6% | +51.6% | -32.0% | +11.1% |
| 5Y | -2.3% | +21.1% | -23.4% | -7.9% |
| All | +147.8% | +178.1% | -30.3% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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