+0.2%
SW vs SSNC
+7.5%
-7.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +7.2% | -1.9% | +9.1% | +7.9% |
| 3M | -10.5% | -0.2% | -10.3% | -10.7% |
| 6M | +9.9% | +19.4% | -9.5% | +0.2% |
| YTD | +17.2% | -8.1% | +25.3% | +20.7% |
| 1Y | +26.5% | -5.3% | +31.8% | +28.2% |
| 3Y | +47.7% | +56.9% | -9.3% | +20.7% |
| 5Y | +0.2% | +8.0% | -7.8% | -7.7% |
| All | +0.2% | +7.5% | -7.3% | -7.7% |
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