-2.3%
SW vs SSNC
+21.4%
-23.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.8% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | -4.6% | +6.0% | -10.6% | -7.3% |
| 3M | +9.4% | +21.0% | -11.6% | -0.3% |
| 6M | +3.5% | +12.1% | -8.6% | -2.5% |
| YTD | +22.0% | -3.2% | +25.3% | +22.9% |
| 1Y | +2.2% | -4.4% | +6.6% | +3.6% |
| 3Y | +19.6% | +51.6% | -32.0% | -0.7% |
| All | -2.3% | +21.4% | -23.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling