-0.1%
SW vs SSNC
+9.0%
-9.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.8% |
| 7D | +12.1% | -1.1% | +13.2% | +12.6% |
| 30D | +6.6% | +0.6% | +5.9% | +5.8% |
| 3M | -6.0% | -1.5% | -4.5% | -5.7% |
| 6M | +21.5% | +15.8% | +5.7% | +12.4% |
| YTD | +20.3% | -8.0% | +28.3% | +23.7% |
| 1Y | +28.1% | -5.8% | +34.0% | +30.2% |
| 3Y | +51.6% | +58.2% | -6.6% | +23.6% |
| All | -0.1% | +9.0% | -9.2% | -8.1% |
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